ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
659.5 |
656.4 |
-3.1 |
-0.5% |
649.7 |
| High |
664.1 |
663.5 |
-0.6 |
-0.1% |
671.5 |
| Low |
649.7 |
652.0 |
2.3 |
0.4% |
636.9 |
| Close |
656.3 |
662.3 |
6.0 |
0.9% |
649.6 |
| Range |
14.4 |
11.5 |
-2.9 |
-20.1% |
34.6 |
| ATR |
18.7 |
18.2 |
-0.5 |
-2.8% |
0.0 |
| Volume |
128,551 |
116,962 |
-11,589 |
-9.0% |
781,994 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.8 |
689.5 |
668.5 |
|
| R3 |
682.3 |
678.0 |
665.5 |
|
| R2 |
670.8 |
670.8 |
664.5 |
|
| R1 |
666.5 |
666.5 |
663.3 |
668.8 |
| PP |
659.3 |
659.3 |
659.3 |
660.3 |
| S1 |
655.0 |
655.0 |
661.3 |
657.3 |
| S2 |
647.8 |
647.8 |
660.3 |
|
| S3 |
636.3 |
643.5 |
659.3 |
|
| S4 |
624.8 |
632.0 |
656.0 |
|
|
| 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 |
664.1 |
636.9 |
27.2 |
4.1% |
15.5 |
2.3% |
93% |
False |
False |
147,131 |
| 10 |
671.5 |
609.5 |
62.0 |
9.4% |
17.5 |
2.6% |
85% |
False |
False |
154,926 |
| 20 |
671.5 |
599.9 |
71.6 |
10.8% |
17.8 |
2.7% |
87% |
False |
False |
154,059 |
| 40 |
676.0 |
584.3 |
91.7 |
13.8% |
18.8 |
2.8% |
85% |
False |
False |
152,515 |
| 60 |
717.0 |
584.3 |
132.7 |
20.0% |
19.8 |
3.0% |
59% |
False |
False |
101,941 |
| 80 |
742.0 |
584.3 |
157.7 |
23.8% |
19.0 |
2.9% |
49% |
False |
False |
76,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712.5 |
|
2.618 |
693.5 |
|
1.618 |
682.0 |
|
1.000 |
675.0 |
|
0.618 |
670.5 |
|
HIGH |
663.5 |
|
0.618 |
659.0 |
|
0.500 |
657.8 |
|
0.382 |
656.5 |
|
LOW |
652.0 |
|
0.618 |
645.0 |
|
1.000 |
640.5 |
|
1.618 |
633.5 |
|
2.618 |
622.0 |
|
4.250 |
603.0 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
660.8 |
660.5 |
| PP |
659.3 |
658.8 |
| S1 |
657.8 |
657.0 |
|