ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
650.8 |
659.5 |
8.7 |
1.3% |
649.7 |
| High |
664.1 |
664.1 |
0.0 |
0.0% |
671.5 |
| Low |
650.8 |
649.7 |
-1.1 |
-0.2% |
636.9 |
| Close |
659.4 |
656.3 |
-3.1 |
-0.5% |
649.6 |
| Range |
13.3 |
14.4 |
1.1 |
8.3% |
34.6 |
| ATR |
19.1 |
18.7 |
-0.3 |
-1.7% |
0.0 |
| Volume |
174,644 |
128,551 |
-46,093 |
-26.4% |
781,994 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700.0 |
692.5 |
664.3 |
|
| R3 |
685.5 |
678.0 |
660.3 |
|
| R2 |
671.0 |
671.0 |
659.0 |
|
| R1 |
663.8 |
663.8 |
657.5 |
660.3 |
| PP |
656.8 |
656.8 |
656.8 |
655.0 |
| S1 |
649.3 |
649.3 |
655.0 |
645.8 |
| S2 |
642.3 |
642.3 |
653.8 |
|
| S3 |
628.0 |
635.0 |
652.3 |
|
| S4 |
613.5 |
620.5 |
648.5 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.5 |
737.8 |
668.8 |
|
| R3 |
721.8 |
703.0 |
659.0 |
|
| R2 |
687.3 |
687.3 |
656.0 |
|
| R1 |
668.5 |
668.5 |
652.8 |
660.5 |
| PP |
652.8 |
652.8 |
652.8 |
648.8 |
| S1 |
633.8 |
633.8 |
646.5 |
626.0 |
| S2 |
618.0 |
618.0 |
643.3 |
|
| S3 |
583.5 |
599.3 |
640.0 |
|
| S4 |
548.8 |
564.8 |
630.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664.7 |
636.9 |
27.8 |
4.2% |
17.0 |
2.6% |
70% |
False |
False |
153,295 |
| 10 |
671.5 |
609.4 |
62.1 |
9.5% |
18.3 |
2.8% |
76% |
False |
False |
157,940 |
| 20 |
671.5 |
584.3 |
87.2 |
13.3% |
18.8 |
2.8% |
83% |
False |
False |
158,764 |
| 40 |
676.0 |
584.3 |
91.7 |
14.0% |
19.0 |
2.9% |
79% |
False |
False |
149,707 |
| 60 |
717.0 |
584.3 |
132.7 |
20.2% |
20.0 |
3.0% |
54% |
False |
False |
99,995 |
| 80 |
742.0 |
584.3 |
157.7 |
24.0% |
19.0 |
2.9% |
46% |
False |
False |
75,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725.3 |
|
2.618 |
701.8 |
|
1.618 |
687.5 |
|
1.000 |
678.5 |
|
0.618 |
673.0 |
|
HIGH |
664.0 |
|
0.618 |
658.5 |
|
0.500 |
657.0 |
|
0.382 |
655.3 |
|
LOW |
649.8 |
|
0.618 |
640.8 |
|
1.000 |
635.3 |
|
1.618 |
626.5 |
|
2.618 |
612.0 |
|
4.250 |
588.5 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
657.0 |
654.3 |
| PP |
656.8 |
652.5 |
| S1 |
656.5 |
650.5 |
|