ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
608.2 |
607.4 |
-0.8 |
-0.1% |
623.6 |
| High |
613.9 |
626.0 |
12.1 |
2.0% |
645.5 |
| Low |
599.9 |
600.1 |
0.2 |
0.0% |
606.9 |
| Close |
609.4 |
622.4 |
13.0 |
2.1% |
608.3 |
| Range |
14.0 |
25.9 |
11.9 |
85.0% |
38.6 |
| ATR |
19.3 |
19.8 |
0.5 |
2.4% |
0.0 |
| Volume |
195,543 |
129,992 |
-65,551 |
-33.5% |
723,445 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.8 |
684.0 |
636.8 |
|
| R3 |
668.0 |
658.3 |
629.5 |
|
| R2 |
642.0 |
642.0 |
627.3 |
|
| R1 |
632.3 |
632.3 |
624.8 |
637.3 |
| PP |
616.3 |
616.3 |
616.3 |
618.5 |
| S1 |
606.3 |
606.3 |
620.0 |
611.3 |
| S2 |
590.3 |
590.3 |
617.8 |
|
| S3 |
564.3 |
580.5 |
615.3 |
|
| S4 |
538.5 |
554.5 |
608.3 |
|
|
| 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 |
645.3 |
599.9 |
45.4 |
7.3% |
19.8 |
3.2% |
50% |
False |
False |
161,217 |
| 10 |
645.5 |
584.3 |
61.2 |
9.8% |
19.3 |
3.1% |
62% |
False |
False |
159,588 |
| 20 |
667.1 |
584.3 |
82.8 |
13.3% |
19.8 |
3.2% |
46% |
False |
False |
157,849 |
| 40 |
676.0 |
584.3 |
91.7 |
14.7% |
19.5 |
3.1% |
42% |
False |
False |
110,413 |
| 60 |
737.0 |
584.3 |
152.7 |
24.5% |
20.8 |
3.3% |
25% |
False |
False |
73,711 |
| 80 |
742.0 |
584.3 |
157.7 |
25.3% |
17.5 |
2.8% |
24% |
False |
False |
55,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
736.0 |
|
2.618 |
693.8 |
|
1.618 |
668.0 |
|
1.000 |
652.0 |
|
0.618 |
642.0 |
|
HIGH |
626.0 |
|
0.618 |
616.0 |
|
0.500 |
613.0 |
|
0.382 |
610.0 |
|
LOW |
600.0 |
|
0.618 |
584.0 |
|
1.000 |
574.3 |
|
1.618 |
558.3 |
|
2.618 |
532.3 |
|
4.250 |
490.0 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
619.3 |
620.5 |
| PP |
616.3 |
618.8 |
| S1 |
613.0 |
617.0 |
|