ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
631.7 |
608.2 |
-23.5 |
-3.7% |
623.6 |
| High |
634.2 |
613.9 |
-20.3 |
-3.2% |
645.5 |
| Low |
606.9 |
599.9 |
-7.0 |
-1.2% |
606.9 |
| Close |
608.3 |
609.4 |
1.1 |
0.2% |
608.3 |
| Range |
27.3 |
14.0 |
-13.3 |
-48.7% |
38.6 |
| ATR |
19.7 |
19.3 |
-0.4 |
-2.1% |
0.0 |
| Volume |
166,360 |
195,543 |
29,183 |
17.5% |
723,445 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649.8 |
643.5 |
617.0 |
|
| R3 |
635.8 |
629.5 |
613.3 |
|
| R2 |
621.8 |
621.8 |
612.0 |
|
| R1 |
615.5 |
615.5 |
610.8 |
618.8 |
| PP |
607.8 |
607.8 |
607.8 |
609.3 |
| S1 |
601.5 |
601.5 |
608.0 |
604.8 |
| S2 |
593.8 |
593.8 |
606.8 |
|
| S3 |
579.8 |
587.5 |
605.5 |
|
| S4 |
565.8 |
573.5 |
601.8 |
|
|
| 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 |
599.9 |
45.6 |
7.5% |
19.8 |
3.2% |
21% |
False |
True |
161,241 |
| 10 |
645.5 |
584.3 |
61.2 |
10.0% |
19.3 |
3.2% |
41% |
False |
False |
146,853 |
| 20 |
676.0 |
584.3 |
91.7 |
15.0% |
19.8 |
3.2% |
27% |
False |
False |
157,050 |
| 40 |
676.0 |
584.3 |
91.7 |
15.0% |
19.3 |
3.2% |
27% |
False |
False |
107,172 |
| 60 |
742.0 |
584.3 |
157.7 |
25.9% |
20.3 |
3.3% |
16% |
False |
False |
71,545 |
| 80 |
742.0 |
584.3 |
157.7 |
25.9% |
17.3 |
2.8% |
16% |
False |
False |
53,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673.5 |
|
2.618 |
650.5 |
|
1.618 |
636.5 |
|
1.000 |
628.0 |
|
0.618 |
622.5 |
|
HIGH |
614.0 |
|
0.618 |
608.5 |
|
0.500 |
607.0 |
|
0.382 |
605.3 |
|
LOW |
600.0 |
|
0.618 |
591.3 |
|
1.000 |
586.0 |
|
1.618 |
577.3 |
|
2.618 |
563.3 |
|
4.250 |
540.5 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
608.5 |
622.0 |
| PP |
607.8 |
617.8 |
| S1 |
607.0 |
613.5 |
|