ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
638.4 |
631.7 |
-6.7 |
-1.0% |
623.6 |
| High |
644.0 |
634.2 |
-9.8 |
-1.5% |
645.5 |
| Low |
624.5 |
606.9 |
-17.6 |
-2.8% |
606.9 |
| Close |
630.2 |
608.3 |
-21.9 |
-3.5% |
608.3 |
| Range |
19.5 |
27.3 |
7.8 |
40.0% |
38.6 |
| ATR |
19.1 |
19.7 |
0.6 |
3.1% |
0.0 |
| Volume |
134,958 |
166,360 |
31,402 |
23.3% |
723,445 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.3 |
680.8 |
623.3 |
|
| R3 |
671.0 |
653.3 |
615.8 |
|
| R2 |
643.8 |
643.8 |
613.3 |
|
| R1 |
626.0 |
626.0 |
610.8 |
621.3 |
| PP |
616.5 |
616.5 |
616.5 |
614.0 |
| S1 |
598.8 |
598.8 |
605.8 |
594.0 |
| S2 |
589.3 |
589.3 |
603.3 |
|
| S3 |
561.8 |
571.5 |
600.8 |
|
| S4 |
534.5 |
544.3 |
593.3 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736.0 |
710.8 |
629.5 |
|
| R3 |
697.5 |
672.3 |
619.0 |
|
| R2 |
658.8 |
658.8 |
615.5 |
|
| R1 |
633.5 |
633.5 |
611.8 |
627.0 |
| PP |
620.3 |
620.3 |
620.3 |
617.0 |
| S1 |
595.0 |
595.0 |
604.8 |
588.3 |
| S2 |
581.8 |
581.8 |
601.3 |
|
| S3 |
543.0 |
556.3 |
597.8 |
|
| S4 |
504.5 |
517.8 |
587.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
645.5 |
606.9 |
38.6 |
6.3% |
20.0 |
3.3% |
4% |
False |
True |
144,689 |
| 10 |
645.5 |
584.3 |
61.2 |
10.1% |
20.0 |
3.3% |
39% |
False |
False |
150,852 |
| 20 |
676.0 |
584.3 |
91.7 |
15.1% |
19.5 |
3.2% |
26% |
False |
False |
155,150 |
| 40 |
676.0 |
584.3 |
91.7 |
15.1% |
19.5 |
3.2% |
26% |
False |
False |
102,295 |
| 60 |
742.0 |
584.3 |
157.7 |
25.9% |
20.3 |
3.3% |
15% |
False |
False |
68,293 |
| 80 |
742.0 |
584.3 |
157.7 |
25.9% |
17.0 |
2.8% |
15% |
False |
False |
51,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750.3 |
|
2.618 |
705.8 |
|
1.618 |
678.3 |
|
1.000 |
661.5 |
|
0.618 |
651.0 |
|
HIGH |
634.3 |
|
0.618 |
623.8 |
|
0.500 |
620.5 |
|
0.382 |
617.3 |
|
LOW |
607.0 |
|
0.618 |
590.0 |
|
1.000 |
579.5 |
|
1.618 |
562.8 |
|
2.618 |
535.5 |
|
4.250 |
491.0 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
620.5 |
626.0 |
| PP |
616.5 |
620.3 |
| S1 |
612.5 |
614.3 |
|