ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
624.2 |
644.8 |
20.6 |
3.3% |
592.0 |
| High |
645.5 |
645.3 |
-0.2 |
0.0% |
627.8 |
| Low |
620.2 |
633.1 |
12.9 |
2.1% |
584.3 |
| Close |
638.3 |
638.9 |
0.6 |
0.1% |
625.6 |
| Range |
25.3 |
12.2 |
-13.1 |
-51.8% |
43.5 |
| ATR |
19.6 |
19.1 |
-0.5 |
-2.7% |
0.0 |
| Volume |
130,112 |
179,235 |
49,123 |
37.8% |
549,545 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675.8 |
669.5 |
645.5 |
|
| R3 |
663.5 |
657.3 |
642.3 |
|
| R2 |
651.3 |
651.3 |
641.3 |
|
| R1 |
645.0 |
645.0 |
640.0 |
642.0 |
| PP |
639.0 |
639.0 |
639.0 |
637.5 |
| S1 |
633.0 |
633.0 |
637.8 |
630.0 |
| S2 |
627.0 |
627.0 |
636.8 |
|
| S3 |
614.8 |
620.8 |
635.5 |
|
| S4 |
602.5 |
608.5 |
632.3 |
|
|
| 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 |
608.6 |
36.9 |
5.8% |
15.3 |
2.4% |
82% |
False |
False |
151,594 |
| 10 |
645.5 |
584.3 |
61.2 |
9.6% |
19.3 |
3.0% |
89% |
False |
False |
160,775 |
| 20 |
676.0 |
584.3 |
91.7 |
14.4% |
18.5 |
2.9% |
60% |
False |
False |
160,035 |
| 40 |
681.9 |
584.3 |
97.6 |
15.3% |
19.8 |
3.1% |
56% |
False |
False |
94,772 |
| 60 |
742.0 |
584.3 |
157.7 |
24.7% |
20.0 |
3.1% |
35% |
False |
False |
63,279 |
| 80 |
742.0 |
584.3 |
157.7 |
24.7% |
16.8 |
2.6% |
35% |
False |
False |
47,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697.3 |
|
2.618 |
677.3 |
|
1.618 |
665.0 |
|
1.000 |
657.5 |
|
0.618 |
652.8 |
|
HIGH |
645.3 |
|
0.618 |
640.8 |
|
0.500 |
639.3 |
|
0.382 |
637.8 |
|
LOW |
633.0 |
|
0.618 |
625.5 |
|
1.000 |
621.0 |
|
1.618 |
613.3 |
|
2.618 |
601.3 |
|
4.250 |
581.3 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
639.3 |
636.0 |
| PP |
639.0 |
633.0 |
| S1 |
639.0 |
630.0 |
|