ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
633.3 |
649.7 |
16.4 |
2.6% |
608.2 |
| High |
651.4 |
663.8 |
12.4 |
1.9% |
651.4 |
| Low |
628.0 |
647.8 |
19.8 |
3.2% |
599.9 |
| Close |
649.6 |
663.2 |
13.6 |
2.1% |
649.6 |
| Range |
23.4 |
16.0 |
-7.4 |
-31.6% |
51.5 |
| ATR |
20.4 |
20.1 |
-0.3 |
-1.5% |
0.0 |
| Volume |
179,421 |
178,726 |
-695 |
-0.4% |
819,749 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706.3 |
700.8 |
672.0 |
|
| R3 |
690.3 |
684.8 |
667.5 |
|
| R2 |
674.3 |
674.3 |
666.3 |
|
| R1 |
668.8 |
668.8 |
664.8 |
671.5 |
| PP |
658.3 |
658.3 |
658.3 |
659.8 |
| S1 |
652.8 |
652.8 |
661.8 |
655.5 |
| S2 |
642.3 |
642.3 |
660.3 |
|
| S3 |
626.3 |
636.8 |
658.8 |
|
| S4 |
610.3 |
620.8 |
654.5 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.3 |
770.3 |
678.0 |
|
| R3 |
736.8 |
718.8 |
663.8 |
|
| R2 |
685.3 |
685.3 |
659.0 |
|
| R1 |
667.3 |
667.3 |
654.3 |
676.3 |
| PP |
633.8 |
633.8 |
633.8 |
638.0 |
| S1 |
615.8 |
615.8 |
645.0 |
624.8 |
| S2 |
582.3 |
582.3 |
640.3 |
|
| S3 |
530.8 |
564.3 |
635.5 |
|
| S4 |
479.3 |
512.8 |
621.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
663.8 |
600.1 |
63.7 |
9.6% |
22.0 |
3.3% |
99% |
True |
False |
160,586 |
| 10 |
663.8 |
599.9 |
63.9 |
9.6% |
20.8 |
3.1% |
99% |
True |
False |
160,914 |
| 20 |
663.8 |
584.3 |
79.5 |
12.0% |
20.5 |
3.1% |
99% |
True |
False |
160,308 |
| 40 |
676.0 |
584.3 |
91.7 |
13.8% |
19.5 |
2.9% |
86% |
False |
False |
127,159 |
| 60 |
727.3 |
584.3 |
143.0 |
21.6% |
21.0 |
3.2% |
55% |
False |
False |
84,910 |
| 80 |
742.0 |
584.3 |
157.7 |
23.8% |
18.3 |
2.8% |
50% |
False |
False |
63,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731.8 |
|
2.618 |
705.8 |
|
1.618 |
689.8 |
|
1.000 |
679.8 |
|
0.618 |
673.8 |
|
HIGH |
663.8 |
|
0.618 |
657.8 |
|
0.500 |
655.8 |
|
0.382 |
654.0 |
|
LOW |
647.8 |
|
0.618 |
638.0 |
|
1.000 |
631.8 |
|
1.618 |
622.0 |
|
2.618 |
606.0 |
|
4.250 |
579.8 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
660.8 |
654.3 |
| PP |
658.3 |
645.5 |
| S1 |
655.8 |
636.8 |
|