ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
636.2 |
642.6 |
6.4 |
1.0% |
684.2 |
| High |
652.0 |
649.0 |
-3.0 |
-0.5% |
700.9 |
| Low |
624.5 |
636.4 |
11.9 |
1.9% |
624.5 |
| Close |
646.4 |
637.9 |
-8.5 |
-1.3% |
646.4 |
| Range |
27.5 |
12.6 |
-14.9 |
-54.2% |
76.4 |
| ATR |
21.4 |
20.8 |
-0.6 |
-2.9% |
0.0 |
| Volume |
455 |
357 |
-98 |
-21.5% |
1,666 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679.0 |
671.0 |
644.8 |
|
| R3 |
666.3 |
658.5 |
641.3 |
|
| R2 |
653.8 |
653.8 |
640.3 |
|
| R1 |
645.8 |
645.8 |
639.0 |
643.5 |
| PP |
641.0 |
641.0 |
641.0 |
640.0 |
| S1 |
633.3 |
633.3 |
636.8 |
630.8 |
| S2 |
628.5 |
628.5 |
635.5 |
|
| S3 |
616.0 |
620.5 |
634.5 |
|
| S4 |
603.3 |
608.0 |
631.0 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.5 |
842.8 |
688.5 |
|
| R3 |
810.0 |
766.5 |
667.5 |
|
| R2 |
733.8 |
733.8 |
660.5 |
|
| R1 |
690.0 |
690.0 |
653.5 |
673.8 |
| PP |
657.3 |
657.3 |
657.3 |
649.0 |
| S1 |
613.8 |
613.8 |
639.5 |
597.3 |
| S2 |
580.8 |
580.8 |
632.5 |
|
| S3 |
504.5 |
537.3 |
625.5 |
|
| S4 |
428.0 |
460.8 |
604.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
702.5 |
|
2.618 |
682.0 |
|
1.618 |
669.5 |
|
1.000 |
661.5 |
|
0.618 |
656.8 |
|
HIGH |
649.0 |
|
0.618 |
644.3 |
|
0.500 |
642.8 |
|
0.382 |
641.3 |
|
LOW |
636.5 |
|
0.618 |
628.5 |
|
1.000 |
623.8 |
|
1.618 |
616.0 |
|
2.618 |
603.5 |
|
4.250 |
582.8 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
642.8 |
648.5 |
| PP |
641.0 |
645.0 |
| S1 |
639.5 |
641.5 |
|