ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
623.6 |
611.3 |
-12.3 |
-2.0% |
623.6 |
| High |
628.2 |
635.3 |
7.1 |
1.1% |
645.5 |
| Low |
609.4 |
609.5 |
0.1 |
0.0% |
606.9 |
| Close |
611.4 |
632.3 |
20.9 |
3.4% |
608.3 |
| Range |
18.8 |
25.8 |
7.0 |
37.2% |
38.6 |
| ATR |
19.7 |
20.1 |
0.4 |
2.2% |
0.0 |
| Volume |
147,099 |
167,694 |
20,595 |
14.0% |
723,445 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.0 |
693.5 |
646.5 |
|
| R3 |
677.3 |
667.8 |
639.5 |
|
| R2 |
651.5 |
651.5 |
637.0 |
|
| R1 |
642.0 |
642.0 |
634.8 |
646.8 |
| PP |
625.8 |
625.8 |
625.8 |
628.0 |
| S1 |
616.0 |
616.0 |
630.0 |
621.0 |
| S2 |
600.0 |
600.0 |
627.5 |
|
| S3 |
574.0 |
590.3 |
625.3 |
|
| S4 |
548.3 |
564.5 |
618.0 |
|
|
| 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 |
635.3 |
599.9 |
35.4 |
5.6% |
22.3 |
3.5% |
92% |
True |
False |
161,337 |
| 10 |
645.5 |
599.9 |
45.6 |
7.2% |
19.8 |
3.1% |
71% |
False |
False |
151,528 |
| 20 |
648.7 |
584.3 |
64.4 |
10.2% |
20.0 |
3.2% |
75% |
False |
False |
158,580 |
| 40 |
676.0 |
584.3 |
91.7 |
14.5% |
19.5 |
3.1% |
52% |
False |
False |
118,239 |
| 60 |
737.0 |
584.3 |
152.7 |
24.1% |
21.0 |
3.3% |
31% |
False |
False |
78,950 |
| 80 |
742.0 |
584.3 |
157.7 |
24.9% |
17.8 |
2.8% |
30% |
False |
False |
59,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745.0 |
|
2.618 |
702.8 |
|
1.618 |
677.0 |
|
1.000 |
661.0 |
|
0.618 |
651.3 |
|
HIGH |
635.3 |
|
0.618 |
625.5 |
|
0.500 |
622.5 |
|
0.382 |
619.3 |
|
LOW |
609.5 |
|
0.618 |
593.5 |
|
1.000 |
583.8 |
|
1.618 |
567.8 |
|
2.618 |
542.0 |
|
4.250 |
499.8 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
629.0 |
627.5 |
| PP |
625.8 |
622.5 |
| S1 |
622.5 |
617.8 |
|