ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
647.8 |
650.8 |
3.0 |
0.5% |
649.7 |
| High |
654.8 |
664.1 |
9.3 |
1.4% |
671.5 |
| Low |
636.9 |
650.8 |
13.9 |
2.2% |
636.9 |
| Close |
649.6 |
659.4 |
9.8 |
1.5% |
649.6 |
| Range |
17.9 |
13.3 |
-4.6 |
-25.7% |
34.6 |
| ATR |
19.4 |
19.1 |
-0.4 |
-1.8% |
0.0 |
| Volume |
170,927 |
174,644 |
3,717 |
2.2% |
781,994 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.0 |
692.0 |
666.8 |
|
| R3 |
684.8 |
678.8 |
663.0 |
|
| R2 |
671.5 |
671.5 |
661.8 |
|
| R1 |
665.5 |
665.5 |
660.5 |
668.5 |
| PP |
658.0 |
658.0 |
658.0 |
659.5 |
| S1 |
652.0 |
652.0 |
658.3 |
655.0 |
| S2 |
644.8 |
644.8 |
657.0 |
|
| S3 |
631.5 |
638.8 |
655.8 |
|
| S4 |
618.3 |
625.5 |
652.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.5 |
737.8 |
668.8 |
|
| R3 |
721.8 |
703.0 |
659.0 |
|
| R2 |
687.3 |
687.3 |
656.0 |
|
| R1 |
668.5 |
668.5 |
652.8 |
660.5 |
| PP |
652.8 |
652.8 |
652.8 |
648.8 |
| S1 |
633.8 |
633.8 |
646.5 |
626.0 |
| S2 |
618.0 |
618.0 |
643.3 |
|
| S3 |
583.5 |
599.3 |
640.0 |
|
| S4 |
548.8 |
564.8 |
630.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671.5 |
636.9 |
34.6 |
5.2% |
16.5 |
2.5% |
65% |
False |
False |
155,582 |
| 10 |
671.5 |
600.1 |
71.4 |
10.8% |
19.3 |
2.9% |
83% |
False |
False |
158,084 |
| 20 |
671.5 |
584.3 |
87.2 |
13.2% |
19.3 |
2.9% |
86% |
False |
False |
152,468 |
| 40 |
676.0 |
584.3 |
91.7 |
13.9% |
19.0 |
2.9% |
82% |
False |
False |
146,515 |
| 60 |
717.0 |
584.3 |
132.7 |
20.1% |
20.0 |
3.0% |
57% |
False |
False |
97,856 |
| 80 |
742.0 |
584.3 |
157.7 |
23.9% |
19.0 |
2.9% |
48% |
False |
False |
73,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720.5 |
|
2.618 |
699.0 |
|
1.618 |
685.5 |
|
1.000 |
677.5 |
|
0.618 |
672.3 |
|
HIGH |
664.0 |
|
0.618 |
659.0 |
|
0.500 |
657.5 |
|
0.382 |
656.0 |
|
LOW |
650.8 |
|
0.618 |
642.5 |
|
1.000 |
637.5 |
|
1.618 |
629.3 |
|
2.618 |
616.0 |
|
4.250 |
594.3 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
658.8 |
656.5 |
| PP |
658.0 |
653.5 |
| S1 |
657.5 |
650.5 |
|