ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
611.3 |
633.3 |
22.0 |
3.6% |
608.2 |
| High |
635.3 |
651.4 |
16.1 |
2.5% |
651.4 |
| Low |
609.5 |
628.0 |
18.5 |
3.0% |
599.9 |
| Close |
632.3 |
649.6 |
17.3 |
2.7% |
649.6 |
| Range |
25.8 |
23.4 |
-2.4 |
-9.3% |
51.5 |
| ATR |
20.1 |
20.4 |
0.2 |
1.2% |
0.0 |
| Volume |
167,694 |
179,421 |
11,727 |
7.0% |
819,749 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713.3 |
704.8 |
662.5 |
|
| R3 |
689.8 |
681.5 |
656.0 |
|
| R2 |
666.5 |
666.5 |
654.0 |
|
| R1 |
658.0 |
658.0 |
651.8 |
662.3 |
| PP |
643.0 |
643.0 |
643.0 |
645.0 |
| S1 |
634.5 |
634.5 |
647.5 |
638.8 |
| S2 |
619.5 |
619.5 |
645.3 |
|
| S3 |
596.3 |
611.3 |
643.3 |
|
| S4 |
572.8 |
587.8 |
636.8 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.3 |
770.3 |
678.0 |
|
| R3 |
736.8 |
718.8 |
663.8 |
|
| R2 |
685.3 |
685.3 |
659.0 |
|
| R1 |
667.3 |
667.3 |
654.3 |
676.3 |
| PP |
633.8 |
633.8 |
633.8 |
638.0 |
| S1 |
615.8 |
615.8 |
645.0 |
624.8 |
| S2 |
582.3 |
582.3 |
640.3 |
|
| S3 |
530.8 |
564.3 |
635.5 |
|
| S4 |
479.3 |
512.8 |
621.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
651.4 |
599.9 |
51.5 |
7.9% |
21.5 |
3.3% |
97% |
True |
False |
163,949 |
| 10 |
651.4 |
599.9 |
51.5 |
7.9% |
20.8 |
3.2% |
97% |
True |
False |
154,319 |
| 20 |
651.4 |
584.3 |
67.1 |
10.3% |
20.5 |
3.2% |
97% |
True |
False |
159,882 |
| 40 |
676.0 |
584.3 |
91.7 |
14.1% |
19.5 |
3.0% |
71% |
False |
False |
122,711 |
| 60 |
737.0 |
584.3 |
152.7 |
23.5% |
21.0 |
3.2% |
43% |
False |
False |
81,938 |
| 80 |
742.0 |
584.3 |
157.7 |
24.3% |
18.0 |
2.8% |
41% |
False |
False |
61,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750.8 |
|
2.618 |
712.8 |
|
1.618 |
689.3 |
|
1.000 |
674.8 |
|
0.618 |
665.8 |
|
HIGH |
651.5 |
|
0.618 |
642.5 |
|
0.500 |
639.8 |
|
0.382 |
637.0 |
|
LOW |
628.0 |
|
0.618 |
613.5 |
|
1.000 |
604.5 |
|
1.618 |
590.3 |
|
2.618 |
566.8 |
|
4.250 |
528.5 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
646.3 |
643.3 |
| PP |
643.0 |
636.8 |
| S1 |
639.8 |
630.5 |
|