ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
595.1 |
605.4 |
10.3 |
1.7% |
608.7 |
| High |
605.4 |
611.4 |
6.0 |
1.0% |
633.0 |
| Low |
586.7 |
597.1 |
10.4 |
1.8% |
599.9 |
| Close |
604.0 |
599.4 |
-4.6 |
-0.8% |
610.6 |
| Range |
18.7 |
14.3 |
-4.4 |
-23.5% |
33.1 |
| ATR |
17.5 |
17.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
161,758 |
151,223 |
-10,535 |
-6.5% |
740,853 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645.5 |
636.8 |
607.3 |
|
| R3 |
631.3 |
622.5 |
603.3 |
|
| R2 |
617.0 |
617.0 |
602.0 |
|
| R1 |
608.3 |
608.3 |
600.8 |
605.5 |
| PP |
602.8 |
602.8 |
602.8 |
601.3 |
| S1 |
593.8 |
593.8 |
598.0 |
591.0 |
| S2 |
588.3 |
588.3 |
596.8 |
|
| S3 |
574.0 |
579.5 |
595.5 |
|
| S4 |
559.8 |
565.3 |
591.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713.8 |
695.3 |
628.8 |
|
| R3 |
680.8 |
662.3 |
619.8 |
|
| R2 |
647.5 |
647.5 |
616.8 |
|
| R1 |
629.0 |
629.0 |
613.8 |
638.3 |
| PP |
614.5 |
614.5 |
614.5 |
619.0 |
| S1 |
596.0 |
596.0 |
607.5 |
605.3 |
| S2 |
581.5 |
581.5 |
604.5 |
|
| S3 |
548.3 |
563.0 |
601.5 |
|
| S4 |
515.3 |
529.8 |
592.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
617.9 |
586.4 |
31.5 |
5.3% |
15.8 |
2.6% |
41% |
False |
False |
151,516 |
| 10 |
633.0 |
586.4 |
46.6 |
7.8% |
16.3 |
2.7% |
28% |
False |
False |
149,561 |
| 20 |
664.6 |
586.4 |
78.2 |
13.0% |
16.5 |
2.8% |
17% |
False |
False |
149,092 |
| 40 |
671.5 |
584.3 |
87.2 |
14.5% |
18.3 |
3.0% |
17% |
False |
False |
152,752 |
| 60 |
676.0 |
584.3 |
91.7 |
15.3% |
18.5 |
3.1% |
16% |
False |
False |
141,646 |
| 80 |
717.0 |
584.3 |
132.7 |
22.1% |
20.0 |
3.3% |
11% |
False |
False |
106,350 |
| 100 |
742.0 |
584.3 |
157.7 |
26.3% |
18.3 |
3.0% |
10% |
False |
False |
85,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672.3 |
|
2.618 |
648.8 |
|
1.618 |
634.5 |
|
1.000 |
625.8 |
|
0.618 |
620.3 |
|
HIGH |
611.5 |
|
0.618 |
606.0 |
|
0.500 |
604.3 |
|
0.382 |
602.5 |
|
LOW |
597.0 |
|
0.618 |
588.3 |
|
1.000 |
582.8 |
|
1.618 |
574.0 |
|
2.618 |
559.8 |
|
4.250 |
536.3 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
604.3 |
599.3 |
| PP |
602.8 |
599.0 |
| S1 |
601.0 |
599.0 |
|