ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
592.0 |
590.3 |
-1.7 |
-0.3% |
642.7 |
| High |
612.2 |
612.9 |
0.7 |
0.1% |
648.7 |
| Low |
584.7 |
584.3 |
-0.4 |
-0.1% |
587.4 |
| Close |
589.6 |
612.1 |
22.5 |
3.8% |
594.9 |
| Range |
27.5 |
28.6 |
1.1 |
4.0% |
61.3 |
| ATR |
20.1 |
20.7 |
0.6 |
3.0% |
0.0 |
| Volume |
2,644 |
211,056 |
208,412 |
7,882.5% |
934,712 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689.0 |
679.0 |
627.8 |
|
| R3 |
660.3 |
650.5 |
620.0 |
|
| R2 |
631.8 |
631.8 |
617.3 |
|
| R1 |
622.0 |
622.0 |
614.8 |
626.8 |
| PP |
603.0 |
603.0 |
603.0 |
605.5 |
| S1 |
593.3 |
593.3 |
609.5 |
598.3 |
| S2 |
574.5 |
574.5 |
606.8 |
|
| S3 |
546.0 |
564.8 |
604.3 |
|
| S4 |
517.3 |
536.0 |
596.3 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.3 |
755.8 |
628.5 |
|
| R3 |
733.0 |
694.5 |
611.8 |
|
| R2 |
671.8 |
671.8 |
606.3 |
|
| R1 |
633.3 |
633.3 |
600.5 |
621.8 |
| PP |
610.3 |
610.3 |
610.3 |
604.5 |
| S1 |
572.0 |
572.0 |
589.3 |
560.5 |
| S2 |
549.0 |
549.0 |
583.8 |
|
| S3 |
487.8 |
510.8 |
578.0 |
|
| S4 |
426.5 |
449.3 |
561.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.5 |
584.3 |
38.2 |
6.2% |
23.3 |
3.8% |
73% |
False |
True |
169,956 |
| 10 |
648.9 |
584.3 |
64.6 |
10.6% |
20.8 |
3.4% |
43% |
False |
True |
164,329 |
| 20 |
676.0 |
584.3 |
91.7 |
15.0% |
19.5 |
3.2% |
30% |
False |
True |
150,972 |
| 40 |
717.0 |
584.3 |
132.7 |
21.7% |
20.8 |
3.4% |
21% |
False |
True |
75,881 |
| 60 |
742.0 |
584.3 |
157.7 |
25.8% |
19.5 |
3.2% |
18% |
False |
True |
50,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734.5 |
|
2.618 |
687.8 |
|
1.618 |
659.3 |
|
1.000 |
641.5 |
|
0.618 |
630.5 |
|
HIGH |
613.0 |
|
0.618 |
602.0 |
|
0.500 |
598.5 |
|
0.382 |
595.3 |
|
LOW |
584.3 |
|
0.618 |
566.8 |
|
1.000 |
555.8 |
|
1.618 |
538.0 |
|
2.618 |
509.5 |
|
4.250 |
462.8 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
607.5 |
607.5 |
| PP |
603.0 |
603.0 |
| S1 |
598.5 |
598.5 |
|