ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
607.4 |
623.6 |
16.2 |
2.7% |
623.6 |
| High |
626.0 |
628.2 |
2.2 |
0.4% |
645.5 |
| Low |
600.1 |
609.4 |
9.3 |
1.5% |
606.9 |
| Close |
622.4 |
611.4 |
-11.0 |
-1.8% |
608.3 |
| Range |
25.9 |
18.8 |
-7.1 |
-27.4% |
38.6 |
| ATR |
19.8 |
19.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
129,992 |
147,099 |
17,107 |
13.2% |
723,445 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672.8 |
660.8 |
621.8 |
|
| R3 |
654.0 |
642.0 |
616.5 |
|
| R2 |
635.3 |
635.3 |
614.8 |
|
| R1 |
623.3 |
623.3 |
613.0 |
619.8 |
| PP |
616.3 |
616.3 |
616.3 |
614.5 |
| S1 |
604.5 |
604.5 |
609.8 |
601.0 |
| S2 |
597.5 |
597.5 |
608.0 |
|
| S3 |
578.8 |
585.8 |
606.3 |
|
| S4 |
560.0 |
566.8 |
601.0 |
|
|
| 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 |
644.0 |
599.9 |
44.1 |
7.2% |
21.0 |
3.5% |
26% |
False |
False |
154,790 |
| 10 |
645.5 |
599.9 |
45.6 |
7.5% |
18.3 |
3.0% |
25% |
False |
False |
153,192 |
| 20 |
648.9 |
584.3 |
64.6 |
10.6% |
19.5 |
3.2% |
42% |
False |
False |
158,760 |
| 40 |
676.0 |
584.3 |
91.7 |
15.0% |
19.5 |
3.2% |
30% |
False |
False |
114,080 |
| 60 |
737.0 |
584.3 |
152.7 |
25.0% |
20.8 |
3.4% |
18% |
False |
False |
76,159 |
| 80 |
742.0 |
584.3 |
157.7 |
25.8% |
17.5 |
2.9% |
17% |
False |
False |
57,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708.0 |
|
2.618 |
677.5 |
|
1.618 |
658.5 |
|
1.000 |
647.0 |
|
0.618 |
639.8 |
|
HIGH |
628.3 |
|
0.618 |
621.0 |
|
0.500 |
618.8 |
|
0.382 |
616.5 |
|
LOW |
609.5 |
|
0.618 |
597.8 |
|
1.000 |
590.5 |
|
1.618 |
579.0 |
|
2.618 |
560.3 |
|
4.250 |
529.5 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
618.8 |
614.0 |
| PP |
616.3 |
613.3 |
| S1 |
613.8 |
612.3 |
|