ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
640.5 |
637.9 |
-2.6 |
-0.4% |
684.2 |
| High |
655.0 |
667.0 |
12.0 |
1.8% |
700.9 |
| Low |
632.0 |
637.9 |
5.9 |
0.9% |
624.5 |
| Close |
635.4 |
665.9 |
30.5 |
4.8% |
646.4 |
| Range |
23.0 |
29.1 |
6.1 |
26.5% |
76.4 |
| ATR |
21.1 |
21.9 |
0.7 |
3.5% |
0.0 |
| Volume |
1,357 |
522 |
-835 |
-61.5% |
1,666 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.3 |
734.3 |
682.0 |
|
| R3 |
715.3 |
705.0 |
674.0 |
|
| R2 |
686.0 |
686.0 |
671.3 |
|
| R1 |
676.0 |
676.0 |
668.5 |
681.0 |
| PP |
657.0 |
657.0 |
657.0 |
659.5 |
| S1 |
646.8 |
646.8 |
663.3 |
652.0 |
| S2 |
627.8 |
627.8 |
660.5 |
|
| S3 |
598.8 |
617.8 |
658.0 |
|
| S4 |
569.8 |
588.8 |
650.0 |
|
|
| 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 |
790.8 |
|
2.618 |
743.3 |
|
1.618 |
714.0 |
|
1.000 |
696.0 |
|
0.618 |
685.0 |
|
HIGH |
667.0 |
|
0.618 |
656.0 |
|
0.500 |
652.5 |
|
0.382 |
649.0 |
|
LOW |
638.0 |
|
0.618 |
620.0 |
|
1.000 |
608.8 |
|
1.618 |
590.8 |
|
2.618 |
561.8 |
|
4.250 |
514.3 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
661.5 |
657.5 |
| PP |
657.0 |
649.3 |
| S1 |
652.5 |
640.8 |
|