ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
670.0 |
660.0 |
-10.0 |
-1.5% |
716.0 |
| High |
670.2 |
682.0 |
11.8 |
1.8% |
727.3 |
| Low |
644.7 |
660.0 |
15.3 |
2.4% |
632.3 |
| Close |
649.4 |
685.7 |
36.3 |
5.6% |
649.4 |
| Range |
25.5 |
22.0 |
-3.5 |
-13.7% |
95.0 |
| ATR |
16.7 |
17.9 |
1.1 |
6.8% |
0.0 |
| Volume |
232 |
199 |
-33 |
-14.2% |
1,170 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
742.0 |
735.8 |
697.8 |
|
| R3 |
720.0 |
713.8 |
691.8 |
|
| R2 |
698.0 |
698.0 |
689.8 |
|
| R1 |
691.8 |
691.8 |
687.8 |
694.8 |
| PP |
676.0 |
676.0 |
676.0 |
677.5 |
| S1 |
669.8 |
669.8 |
683.8 |
672.8 |
| S2 |
654.0 |
654.0 |
681.8 |
|
| S3 |
632.0 |
647.8 |
679.8 |
|
| S4 |
610.0 |
625.8 |
673.5 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.8 |
897.0 |
701.8 |
|
| R3 |
859.8 |
802.0 |
675.5 |
|
| R2 |
764.8 |
764.8 |
666.8 |
|
| R1 |
707.0 |
707.0 |
658.0 |
688.3 |
| PP |
669.8 |
669.8 |
669.8 |
660.3 |
| S1 |
612.0 |
612.0 |
640.8 |
593.3 |
| S2 |
574.8 |
574.8 |
632.0 |
|
| S3 |
479.8 |
517.0 |
623.3 |
|
| S4 |
384.8 |
422.0 |
597.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775.5 |
|
2.618 |
739.5 |
|
1.618 |
717.5 |
|
1.000 |
704.0 |
|
0.618 |
695.5 |
|
HIGH |
682.0 |
|
0.618 |
673.5 |
|
0.500 |
671.0 |
|
0.382 |
668.5 |
|
LOW |
660.0 |
|
0.618 |
646.5 |
|
1.000 |
638.0 |
|
1.618 |
624.5 |
|
2.618 |
602.5 |
|
4.250 |
566.5 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
680.8 |
679.0 |
| PP |
676.0 |
672.3 |
| S1 |
671.0 |
665.8 |
|