ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
644.8 |
638.4 |
-6.4 |
-1.0% |
592.0 |
| High |
645.3 |
644.0 |
-1.3 |
-0.2% |
627.8 |
| Low |
633.1 |
624.5 |
-8.6 |
-1.4% |
584.3 |
| Close |
638.9 |
630.2 |
-8.7 |
-1.4% |
625.6 |
| Range |
12.2 |
19.5 |
7.3 |
59.8% |
43.5 |
| ATR |
19.1 |
19.1 |
0.0 |
0.2% |
0.0 |
| Volume |
179,235 |
134,958 |
-44,277 |
-24.7% |
549,545 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691.5 |
680.3 |
641.0 |
|
| R3 |
672.0 |
660.8 |
635.5 |
|
| R2 |
652.5 |
652.5 |
633.8 |
|
| R1 |
641.3 |
641.3 |
632.0 |
637.0 |
| PP |
633.0 |
633.0 |
633.0 |
630.8 |
| S1 |
621.8 |
621.8 |
628.5 |
617.5 |
| S2 |
613.5 |
613.5 |
626.5 |
|
| S3 |
594.0 |
602.3 |
624.8 |
|
| S4 |
574.5 |
582.8 |
619.5 |
|
|
| 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 |
614.5 |
31.0 |
4.9% |
17.0 |
2.7% |
51% |
False |
False |
141,719 |
| 10 |
645.5 |
584.3 |
61.2 |
9.7% |
19.5 |
3.1% |
75% |
False |
False |
153,106 |
| 20 |
676.0 |
584.3 |
91.7 |
14.6% |
18.8 |
3.0% |
50% |
False |
False |
156,260 |
| 40 |
676.0 |
584.3 |
91.7 |
14.6% |
19.8 |
3.1% |
50% |
False |
False |
98,142 |
| 60 |
742.0 |
584.3 |
157.7 |
25.0% |
20.0 |
3.2% |
29% |
False |
False |
65,526 |
| 80 |
742.0 |
584.3 |
157.7 |
25.0% |
17.0 |
2.7% |
29% |
False |
False |
49,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727.0 |
|
2.618 |
695.0 |
|
1.618 |
675.5 |
|
1.000 |
663.5 |
|
0.618 |
656.0 |
|
HIGH |
644.0 |
|
0.618 |
636.5 |
|
0.500 |
634.3 |
|
0.382 |
632.0 |
|
LOW |
624.5 |
|
0.618 |
612.5 |
|
1.000 |
605.0 |
|
1.618 |
593.0 |
|
2.618 |
573.5 |
|
4.250 |
541.5 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
634.3 |
632.8 |
| PP |
633.0 |
632.0 |
| S1 |
631.5 |
631.0 |
|