ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
618.3 |
623.6 |
5.3 |
0.9% |
592.0 |
| High |
627.8 |
630.2 |
2.4 |
0.4% |
627.8 |
| Low |
615.5 |
614.5 |
-1.0 |
-0.2% |
584.3 |
| Close |
625.6 |
622.1 |
-3.5 |
-0.6% |
625.6 |
| Range |
12.3 |
15.7 |
3.4 |
27.6% |
43.5 |
| ATR |
19.5 |
19.2 |
-0.3 |
-1.4% |
0.0 |
| Volume |
151,510 |
112,780 |
-38,730 |
-25.6% |
549,545 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.3 |
661.5 |
630.8 |
|
| R3 |
653.8 |
645.8 |
626.5 |
|
| R2 |
638.0 |
638.0 |
625.0 |
|
| R1 |
630.0 |
630.0 |
623.5 |
626.3 |
| PP |
622.3 |
622.3 |
622.3 |
620.3 |
| S1 |
614.3 |
614.3 |
620.8 |
610.5 |
| S2 |
606.5 |
606.5 |
619.3 |
|
| S3 |
590.8 |
598.8 |
617.8 |
|
| S4 |
575.3 |
583.0 |
613.5 |
|
|
| 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 |
630.2 |
584.3 |
45.9 |
7.4% |
19.0 |
3.1% |
82% |
True |
False |
132,465 |
| 10 |
648.7 |
584.3 |
64.4 |
10.4% |
20.3 |
3.2% |
59% |
False |
False |
159,703 |
| 20 |
676.0 |
584.3 |
91.7 |
14.7% |
18.3 |
3.0% |
41% |
False |
False |
162,636 |
| 40 |
700.9 |
584.3 |
116.6 |
18.7% |
20.0 |
3.2% |
32% |
False |
False |
87,059 |
| 60 |
742.0 |
584.3 |
157.7 |
25.3% |
19.8 |
3.2% |
24% |
False |
False |
58,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697.0 |
|
2.618 |
671.3 |
|
1.618 |
655.5 |
|
1.000 |
646.0 |
|
0.618 |
640.0 |
|
HIGH |
630.3 |
|
0.618 |
624.3 |
|
0.500 |
622.3 |
|
0.382 |
620.5 |
|
LOW |
614.5 |
|
0.618 |
604.8 |
|
1.000 |
598.8 |
|
1.618 |
589.0 |
|
2.618 |
573.5 |
|
4.250 |
547.8 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
622.3 |
621.3 |
| PP |
622.3 |
620.3 |
| S1 |
622.3 |
619.5 |
|