ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
656.4 |
662.1 |
5.7 |
0.9% |
649.7 |
| High |
663.5 |
664.6 |
1.1 |
0.2% |
671.5 |
| Low |
652.0 |
653.5 |
1.5 |
0.2% |
636.9 |
| Close |
662.3 |
654.3 |
-8.0 |
-1.2% |
649.6 |
| Range |
11.5 |
11.1 |
-0.4 |
-3.5% |
34.6 |
| ATR |
18.2 |
17.7 |
-0.5 |
-2.8% |
0.0 |
| Volume |
116,962 |
106,466 |
-10,496 |
-9.0% |
781,994 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690.8 |
683.8 |
660.5 |
|
| R3 |
679.8 |
672.5 |
657.3 |
|
| R2 |
668.5 |
668.5 |
656.3 |
|
| R1 |
661.5 |
661.5 |
655.3 |
659.5 |
| PP |
657.5 |
657.5 |
657.5 |
656.5 |
| S1 |
650.3 |
650.3 |
653.3 |
648.3 |
| S2 |
646.3 |
646.3 |
652.3 |
|
| S3 |
635.3 |
639.3 |
651.3 |
|
| S4 |
624.3 |
628.3 |
648.3 |
|
|
| 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 |
664.6 |
636.9 |
27.7 |
4.2% |
13.8 |
2.1% |
63% |
True |
False |
139,510 |
| 10 |
671.5 |
628.0 |
43.5 |
6.6% |
16.0 |
2.4% |
60% |
False |
False |
148,803 |
| 20 |
671.5 |
599.9 |
71.6 |
10.9% |
17.8 |
2.7% |
76% |
False |
False |
150,166 |
| 40 |
676.0 |
584.3 |
91.7 |
14.0% |
18.5 |
2.8% |
76% |
False |
False |
154,529 |
| 60 |
717.0 |
584.3 |
132.7 |
20.3% |
19.5 |
3.0% |
53% |
False |
False |
103,709 |
| 80 |
742.0 |
584.3 |
157.7 |
24.1% |
19.0 |
2.9% |
44% |
False |
False |
77,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711.8 |
|
2.618 |
693.8 |
|
1.618 |
682.5 |
|
1.000 |
675.8 |
|
0.618 |
671.5 |
|
HIGH |
664.5 |
|
0.618 |
660.3 |
|
0.500 |
659.0 |
|
0.382 |
657.8 |
|
LOW |
653.5 |
|
0.618 |
646.8 |
|
1.000 |
642.5 |
|
1.618 |
635.5 |
|
2.618 |
624.5 |
|
4.250 |
606.3 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
659.0 |
657.3 |
| PP |
657.5 |
656.3 |
| S1 |
656.0 |
655.3 |
|