ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
648.3 |
652.6 |
4.3 |
0.7% |
643.1 |
| High |
654.7 |
653.3 |
-1.4 |
-0.2% |
646.0 |
| Low |
642.4 |
642.8 |
0.4 |
0.1% |
626.6 |
| Close |
653.5 |
650.3 |
-3.2 |
-0.5% |
636.0 |
| Range |
12.3 |
10.5 |
-1.8 |
-14.6% |
19.4 |
| ATR |
15.8 |
15.4 |
-0.4 |
-2.3% |
0.0 |
| Volume |
66,875 |
25,770 |
-41,105 |
-61.5% |
582,894 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680.3 |
675.8 |
656.0 |
|
| R3 |
669.8 |
665.3 |
653.3 |
|
| R2 |
659.3 |
659.3 |
652.3 |
|
| R1 |
654.8 |
654.8 |
651.3 |
651.8 |
| PP |
648.8 |
648.8 |
648.8 |
647.3 |
| S1 |
644.3 |
644.3 |
649.3 |
641.3 |
| S2 |
638.3 |
638.3 |
648.5 |
|
| S3 |
627.8 |
633.8 |
647.5 |
|
| S4 |
617.3 |
623.3 |
644.5 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.5 |
684.5 |
646.8 |
|
| R3 |
675.0 |
665.3 |
641.3 |
|
| R2 |
655.5 |
655.5 |
639.5 |
|
| R1 |
645.8 |
645.8 |
637.8 |
641.0 |
| PP |
636.3 |
636.3 |
636.3 |
633.8 |
| S1 |
626.5 |
626.5 |
634.3 |
621.5 |
| S2 |
616.8 |
616.8 |
632.5 |
|
| S3 |
597.5 |
607.0 |
630.8 |
|
| S4 |
578.0 |
587.5 |
625.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655.3 |
632.5 |
22.8 |
3.5% |
11.0 |
1.7% |
78% |
False |
False |
80,800 |
| 10 |
655.3 |
620.4 |
34.9 |
5.4% |
12.8 |
2.0% |
86% |
False |
False |
112,529 |
| 20 |
655.3 |
586.4 |
68.9 |
10.6% |
15.5 |
2.4% |
93% |
False |
False |
135,849 |
| 40 |
671.5 |
586.4 |
85.1 |
13.1% |
16.5 |
2.5% |
75% |
False |
False |
142,849 |
| 60 |
671.5 |
584.3 |
87.2 |
13.4% |
17.5 |
2.7% |
76% |
False |
False |
148,153 |
| 80 |
676.0 |
584.3 |
91.7 |
14.1% |
18.0 |
2.8% |
72% |
False |
False |
128,465 |
| 100 |
737.0 |
584.3 |
152.7 |
23.5% |
19.0 |
2.9% |
43% |
False |
False |
102,835 |
| 120 |
742.0 |
584.3 |
157.7 |
24.3% |
17.3 |
2.6% |
42% |
False |
False |
85,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698.0 |
|
2.618 |
680.8 |
|
1.618 |
670.3 |
|
1.000 |
663.8 |
|
0.618 |
659.8 |
|
HIGH |
653.3 |
|
0.618 |
649.3 |
|
0.500 |
648.0 |
|
0.382 |
646.8 |
|
LOW |
642.8 |
|
0.618 |
636.3 |
|
1.000 |
632.3 |
|
1.618 |
625.8 |
|
2.618 |
615.3 |
|
4.250 |
598.3 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
649.5 |
649.8 |
| PP |
648.8 |
649.3 |
| S1 |
648.0 |
648.8 |
|