ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
649.7 |
662.7 |
13.0 |
2.0% |
608.2 |
| High |
663.8 |
671.5 |
7.7 |
1.2% |
651.4 |
| Low |
647.8 |
658.6 |
10.8 |
1.7% |
599.9 |
| Close |
663.2 |
661.2 |
-2.0 |
-0.3% |
649.6 |
| Range |
16.0 |
12.9 |
-3.1 |
-19.4% |
51.5 |
| ATR |
20.1 |
19.5 |
-0.5 |
-2.5% |
0.0 |
| Volume |
178,726 |
139,984 |
-38,742 |
-21.7% |
819,749 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.5 |
694.8 |
668.3 |
|
| R3 |
689.5 |
681.8 |
664.8 |
|
| R2 |
676.8 |
676.8 |
663.5 |
|
| R1 |
669.0 |
669.0 |
662.5 |
666.3 |
| PP |
663.8 |
663.8 |
663.8 |
662.5 |
| S1 |
656.0 |
656.0 |
660.0 |
653.5 |
| S2 |
650.8 |
650.8 |
658.8 |
|
| S3 |
638.0 |
643.3 |
657.8 |
|
| S4 |
625.0 |
630.3 |
654.0 |
|
|
| 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 |
671.5 |
609.4 |
62.1 |
9.4% |
19.5 |
2.9% |
83% |
True |
False |
162,584 |
| 10 |
671.5 |
599.9 |
71.6 |
10.8% |
19.5 |
3.0% |
86% |
True |
False |
161,901 |
| 20 |
671.5 |
584.3 |
87.2 |
13.2% |
20.5 |
3.1% |
88% |
True |
False |
158,407 |
| 40 |
676.0 |
584.3 |
91.7 |
13.9% |
19.5 |
3.0% |
84% |
False |
False |
130,637 |
| 60 |
719.4 |
584.3 |
135.1 |
20.4% |
21.0 |
3.2% |
57% |
False |
False |
87,234 |
| 80 |
742.0 |
584.3 |
157.7 |
23.9% |
18.3 |
2.8% |
49% |
False |
False |
65,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726.3 |
|
2.618 |
705.3 |
|
1.618 |
692.3 |
|
1.000 |
684.5 |
|
0.618 |
679.5 |
|
HIGH |
671.5 |
|
0.618 |
666.5 |
|
0.500 |
665.0 |
|
0.382 |
663.5 |
|
LOW |
658.5 |
|
0.618 |
650.8 |
|
1.000 |
645.8 |
|
1.618 |
637.8 |
|
2.618 |
624.8 |
|
4.250 |
603.8 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
665.0 |
657.5 |
| PP |
663.8 |
653.5 |
| S1 |
662.5 |
649.8 |
|