ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
613.7 |
606.9 |
-6.8 |
-1.1% |
665.0 |
| High |
622.5 |
610.2 |
-12.3 |
-2.0% |
676.0 |
| Low |
605.1 |
587.4 |
-17.7 |
-2.9% |
627.9 |
| Close |
607.8 |
602.1 |
-5.7 |
-0.9% |
643.0 |
| Range |
17.4 |
22.8 |
5.4 |
31.0% |
48.1 |
| ATR |
19.2 |
19.5 |
0.3 |
1.3% |
0.0 |
| Volume |
211,643 |
188,902 |
-22,741 |
-10.7% |
737,774 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.3 |
658.0 |
614.8 |
|
| R3 |
645.5 |
635.3 |
608.3 |
|
| R2 |
622.8 |
622.8 |
606.3 |
|
| R1 |
612.5 |
612.5 |
604.3 |
606.3 |
| PP |
600.0 |
600.0 |
600.0 |
596.8 |
| S1 |
589.5 |
589.5 |
600.0 |
583.3 |
| S2 |
577.0 |
577.0 |
598.0 |
|
| S3 |
554.3 |
566.8 |
595.8 |
|
| S4 |
531.5 |
544.0 |
589.5 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
793.3 |
766.3 |
669.5 |
|
| R3 |
745.3 |
718.3 |
656.3 |
|
| R2 |
697.0 |
697.0 |
651.8 |
|
| R1 |
670.0 |
670.0 |
647.5 |
659.5 |
| PP |
649.0 |
649.0 |
649.0 |
643.8 |
| S1 |
622.0 |
622.0 |
638.5 |
611.5 |
| S2 |
600.8 |
600.8 |
634.3 |
|
| S3 |
552.8 |
573.8 |
629.8 |
|
| S4 |
504.8 |
525.8 |
616.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
648.7 |
587.4 |
61.3 |
10.2% |
20.8 |
3.5% |
24% |
False |
True |
173,875 |
| 10 |
676.0 |
587.4 |
88.6 |
14.7% |
19.0 |
3.1% |
17% |
False |
True |
159,447 |
| 20 |
676.0 |
587.4 |
88.6 |
14.7% |
19.8 |
3.3% |
17% |
False |
True |
128,873 |
| 40 |
717.0 |
587.4 |
129.6 |
21.5% |
20.5 |
3.4% |
11% |
False |
True |
64,667 |
| 60 |
742.0 |
587.4 |
154.6 |
25.7% |
18.5 |
3.1% |
10% |
False |
True |
43,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707.0 |
|
2.618 |
670.0 |
|
1.618 |
647.0 |
|
1.000 |
633.0 |
|
0.618 |
624.3 |
|
HIGH |
610.3 |
|
0.618 |
601.5 |
|
0.500 |
598.8 |
|
0.382 |
596.0 |
|
LOW |
587.5 |
|
0.618 |
573.3 |
|
1.000 |
564.5 |
|
1.618 |
550.5 |
|
2.618 |
527.8 |
|
4.250 |
490.5 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601.0 |
615.3 |
| PP |
600.0 |
610.8 |
| S1 |
598.8 |
606.5 |
|