ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
623.6 |
624.2 |
0.6 |
0.1% |
592.0 |
| High |
630.2 |
645.5 |
15.3 |
2.4% |
627.8 |
| Low |
614.5 |
620.2 |
5.7 |
0.9% |
584.3 |
| Close |
622.1 |
638.3 |
16.2 |
2.6% |
625.6 |
| Range |
15.7 |
25.3 |
9.6 |
61.1% |
43.5 |
| ATR |
19.2 |
19.6 |
0.4 |
2.3% |
0.0 |
| Volume |
112,780 |
130,112 |
17,332 |
15.4% |
549,545 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710.5 |
699.8 |
652.3 |
|
| R3 |
685.3 |
674.5 |
645.3 |
|
| R2 |
660.0 |
660.0 |
643.0 |
|
| R1 |
649.3 |
649.3 |
640.5 |
654.5 |
| PP |
634.8 |
634.8 |
634.8 |
637.5 |
| S1 |
623.8 |
623.8 |
636.0 |
629.3 |
| S2 |
609.3 |
609.3 |
633.8 |
|
| S3 |
584.0 |
598.5 |
631.3 |
|
| S4 |
558.8 |
573.3 |
624.5 |
|
|
| 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 |
645.5 |
584.3 |
61.2 |
9.6% |
18.5 |
2.9% |
88% |
True |
False |
157,958 |
| 10 |
645.5 |
584.3 |
61.2 |
9.6% |
21.3 |
3.3% |
88% |
True |
False |
154,914 |
| 20 |
676.0 |
584.3 |
91.7 |
14.4% |
18.8 |
2.9% |
59% |
False |
False |
161,398 |
| 40 |
700.9 |
584.3 |
116.6 |
18.3% |
20.0 |
3.1% |
46% |
False |
False |
90,304 |
| 60 |
742.0 |
584.3 |
157.7 |
24.7% |
19.8 |
3.1% |
34% |
False |
False |
60,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753.0 |
|
2.618 |
711.8 |
|
1.618 |
686.5 |
|
1.000 |
670.8 |
|
0.618 |
661.3 |
|
HIGH |
645.5 |
|
0.618 |
635.8 |
|
0.500 |
632.8 |
|
0.382 |
629.8 |
|
LOW |
620.3 |
|
0.618 |
604.5 |
|
1.000 |
595.0 |
|
1.618 |
579.3 |
|
2.618 |
554.0 |
|
4.250 |
512.8 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.5 |
635.5 |
| PP |
634.8 |
632.8 |
| S1 |
632.8 |
630.0 |
|