ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
661.1 |
650.4 |
-10.7 |
-1.6% |
608.2 |
| High |
664.7 |
658.7 |
-6.0 |
-0.9% |
651.4 |
| Low |
646.4 |
638.1 |
-8.3 |
-1.3% |
599.9 |
| Close |
649.9 |
647.7 |
-2.2 |
-0.3% |
649.6 |
| Range |
18.3 |
20.6 |
2.3 |
12.6% |
51.5 |
| ATR |
19.5 |
19.5 |
0.1 |
0.4% |
0.0 |
| Volume |
147,785 |
144,572 |
-3,213 |
-2.2% |
819,749 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710.0 |
699.5 |
659.0 |
|
| R3 |
689.3 |
678.8 |
653.3 |
|
| R2 |
668.8 |
668.8 |
651.5 |
|
| R1 |
658.3 |
658.3 |
649.5 |
653.3 |
| PP |
648.3 |
648.3 |
648.3 |
645.8 |
| S1 |
637.8 |
637.8 |
645.8 |
632.5 |
| S2 |
627.5 |
627.5 |
644.0 |
|
| S3 |
607.0 |
617.0 |
642.0 |
|
| S4 |
586.3 |
596.5 |
636.3 |
|
|
| 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 |
628.0 |
43.5 |
6.7% |
18.3 |
2.8% |
45% |
False |
False |
158,097 |
| 10 |
671.5 |
599.9 |
71.6 |
11.1% |
20.3 |
3.1% |
67% |
False |
False |
159,717 |
| 20 |
671.5 |
584.3 |
87.2 |
13.5% |
20.0 |
3.1% |
73% |
False |
False |
156,412 |
| 40 |
676.0 |
584.3 |
91.7 |
14.2% |
19.5 |
3.0% |
69% |
False |
False |
137,923 |
| 60 |
717.0 |
584.3 |
132.7 |
20.5% |
21.0 |
3.3% |
48% |
False |
False |
92,103 |
| 80 |
742.0 |
584.3 |
157.7 |
24.3% |
18.8 |
2.9% |
40% |
False |
False |
69,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746.3 |
|
2.618 |
712.8 |
|
1.618 |
692.0 |
|
1.000 |
679.3 |
|
0.618 |
671.5 |
|
HIGH |
658.8 |
|
0.618 |
650.8 |
|
0.500 |
648.5 |
|
0.382 |
646.0 |
|
LOW |
638.0 |
|
0.618 |
625.3 |
|
1.000 |
617.5 |
|
1.618 |
604.8 |
|
2.618 |
584.3 |
|
4.250 |
550.5 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
648.5 |
654.8 |
| PP |
648.3 |
652.5 |
| S1 |
648.0 |
650.0 |
|