ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
655.1 |
651.0 |
-4.1 |
-0.6% |
650.8 |
| High |
657.4 |
659.9 |
2.5 |
0.4% |
664.6 |
| Low |
637.1 |
648.3 |
11.2 |
1.8% |
637.1 |
| Close |
650.0 |
658.6 |
8.6 |
1.3% |
650.0 |
| Range |
20.3 |
11.6 |
-8.7 |
-42.9% |
27.5 |
| ATR |
17.9 |
17.4 |
-0.4 |
-2.5% |
0.0 |
| Volume |
171,547 |
91,111 |
-80,436 |
-46.9% |
698,170 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690.5 |
686.0 |
665.0 |
|
| R3 |
678.8 |
674.5 |
661.8 |
|
| R2 |
667.3 |
667.3 |
660.8 |
|
| R1 |
663.0 |
663.0 |
659.8 |
665.0 |
| PP |
655.5 |
655.5 |
655.5 |
656.8 |
| S1 |
651.3 |
651.3 |
657.5 |
653.5 |
| S2 |
644.0 |
644.0 |
656.5 |
|
| S3 |
632.5 |
639.8 |
655.5 |
|
| S4 |
620.8 |
628.0 |
652.3 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.0 |
719.0 |
665.0 |
|
| R3 |
705.5 |
691.5 |
657.5 |
|
| R2 |
678.0 |
678.0 |
655.0 |
|
| R1 |
664.0 |
664.0 |
652.5 |
657.3 |
| PP |
650.5 |
650.5 |
650.5 |
647.3 |
| S1 |
636.5 |
636.5 |
647.5 |
629.8 |
| S2 |
623.0 |
623.0 |
645.0 |
|
| S3 |
595.5 |
609.0 |
642.5 |
|
| S4 |
568.0 |
581.5 |
635.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664.6 |
637.1 |
27.5 |
4.2% |
13.8 |
2.1% |
78% |
False |
False |
122,927 |
| 10 |
671.5 |
636.9 |
34.6 |
5.3% |
15.3 |
2.3% |
63% |
False |
False |
139,254 |
| 20 |
671.5 |
599.9 |
71.6 |
10.9% |
18.0 |
2.7% |
82% |
False |
False |
150,084 |
| 40 |
676.0 |
584.3 |
91.7 |
13.9% |
18.3 |
2.8% |
81% |
False |
False |
156,360 |
| 60 |
700.9 |
584.3 |
116.6 |
17.7% |
19.5 |
2.9% |
64% |
False |
False |
108,067 |
| 80 |
742.0 |
584.3 |
157.7 |
23.9% |
19.3 |
2.9% |
47% |
False |
False |
81,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709.3 |
|
2.618 |
690.3 |
|
1.618 |
678.8 |
|
1.000 |
671.5 |
|
0.618 |
667.0 |
|
HIGH |
660.0 |
|
0.618 |
655.5 |
|
0.500 |
654.0 |
|
0.382 |
652.8 |
|
LOW |
648.3 |
|
0.618 |
641.3 |
|
1.000 |
636.8 |
|
1.618 |
629.5 |
|
2.618 |
618.0 |
|
4.250 |
599.0 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
657.0 |
656.0 |
| PP |
655.5 |
653.5 |
| S1 |
654.0 |
650.8 |
|