ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
611.1 |
618.3 |
7.2 |
1.2% |
592.0 |
| High |
619.8 |
627.8 |
8.0 |
1.3% |
627.8 |
| Low |
608.6 |
615.5 |
6.9 |
1.1% |
584.3 |
| Close |
619.2 |
625.6 |
6.4 |
1.0% |
625.6 |
| Range |
11.2 |
12.3 |
1.1 |
9.8% |
43.5 |
| ATR |
20.0 |
19.5 |
-0.6 |
-2.8% |
0.0 |
| Volume |
184,335 |
151,510 |
-32,825 |
-17.8% |
549,545 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659.8 |
655.0 |
632.3 |
|
| R3 |
647.5 |
642.8 |
629.0 |
|
| R2 |
635.3 |
635.3 |
627.8 |
|
| R1 |
630.5 |
630.5 |
626.8 |
632.8 |
| PP |
623.0 |
623.0 |
623.0 |
624.3 |
| S1 |
618.3 |
618.3 |
624.5 |
620.5 |
| S2 |
610.8 |
610.8 |
623.3 |
|
| S3 |
598.3 |
605.8 |
622.3 |
|
| S4 |
586.0 |
593.5 |
618.8 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.0 |
727.8 |
649.5 |
|
| R3 |
699.5 |
684.3 |
637.5 |
|
| R2 |
656.0 |
656.0 |
633.5 |
|
| R1 |
640.8 |
640.8 |
629.5 |
648.5 |
| PP |
612.5 |
612.5 |
612.5 |
616.5 |
| S1 |
597.3 |
597.3 |
621.5 |
605.0 |
| S2 |
569.0 |
569.0 |
617.5 |
|
| S3 |
525.5 |
553.8 |
613.8 |
|
| S4 |
482.0 |
510.3 |
601.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
627.8 |
584.3 |
43.5 |
7.0% |
19.8 |
3.2% |
95% |
True |
False |
157,016 |
| 10 |
648.7 |
584.3 |
64.4 |
10.3% |
20.3 |
3.2% |
64% |
False |
False |
165,445 |
| 20 |
676.0 |
584.3 |
91.7 |
14.7% |
18.5 |
3.0% |
45% |
False |
False |
164,689 |
| 40 |
708.1 |
584.3 |
123.8 |
19.8% |
20.3 |
3.2% |
33% |
False |
False |
84,256 |
| 60 |
742.0 |
584.3 |
157.7 |
25.2% |
19.8 |
3.1% |
26% |
False |
False |
56,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680.0 |
|
2.618 |
660.0 |
|
1.618 |
647.8 |
|
1.000 |
640.0 |
|
0.618 |
635.5 |
|
HIGH |
627.8 |
|
0.618 |
623.0 |
|
0.500 |
621.8 |
|
0.382 |
620.3 |
|
LOW |
615.5 |
|
0.618 |
608.0 |
|
1.000 |
603.3 |
|
1.618 |
595.5 |
|
2.618 |
583.3 |
|
4.250 |
563.3 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
624.3 |
619.0 |
| PP |
623.0 |
612.5 |
| S1 |
621.8 |
606.0 |
|