ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
651.0 |
658.6 |
7.6 |
1.2% |
650.8 |
| High |
659.9 |
659.0 |
-0.9 |
-0.1% |
664.6 |
| Low |
648.3 |
639.9 |
-8.4 |
-1.3% |
637.1 |
| Close |
658.6 |
645.3 |
-13.3 |
-2.0% |
650.0 |
| Range |
11.6 |
19.1 |
7.5 |
64.7% |
27.5 |
| ATR |
17.4 |
17.6 |
0.1 |
0.7% |
0.0 |
| Volume |
91,111 |
163,285 |
72,174 |
79.2% |
698,170 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.3 |
694.5 |
655.8 |
|
| R3 |
686.3 |
675.3 |
650.5 |
|
| R2 |
667.3 |
667.3 |
648.8 |
|
| R1 |
656.3 |
656.3 |
647.0 |
652.3 |
| PP |
648.0 |
648.0 |
648.0 |
646.0 |
| S1 |
637.3 |
637.3 |
643.5 |
633.0 |
| S2 |
629.0 |
629.0 |
641.8 |
|
| S3 |
609.8 |
618.0 |
640.0 |
|
| S4 |
590.8 |
599.0 |
634.8 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.0 |
719.0 |
665.0 |
|
| R3 |
705.5 |
691.5 |
657.5 |
|
| R2 |
678.0 |
678.0 |
655.0 |
|
| R1 |
664.0 |
664.0 |
652.5 |
657.3 |
| PP |
650.5 |
650.5 |
650.5 |
647.3 |
| S1 |
636.5 |
636.5 |
647.5 |
629.8 |
| S2 |
623.0 |
623.0 |
645.0 |
|
| S3 |
595.5 |
609.0 |
642.5 |
|
| S4 |
568.0 |
581.5 |
635.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664.6 |
637.1 |
27.5 |
4.3% |
14.8 |
2.3% |
30% |
False |
False |
129,874 |
| 10 |
664.7 |
636.9 |
27.8 |
4.3% |
15.8 |
2.5% |
30% |
False |
False |
141,585 |
| 20 |
671.5 |
599.9 |
71.6 |
11.1% |
17.8 |
2.7% |
63% |
False |
False |
151,743 |
| 40 |
676.0 |
584.3 |
91.7 |
14.2% |
18.3 |
2.8% |
67% |
False |
False |
156,570 |
| 60 |
700.9 |
584.3 |
116.6 |
18.1% |
19.3 |
3.0% |
52% |
False |
False |
110,783 |
| 80 |
742.0 |
584.3 |
157.7 |
24.4% |
19.3 |
3.0% |
39% |
False |
False |
83,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
740.3 |
|
2.618 |
709.0 |
|
1.618 |
690.0 |
|
1.000 |
678.0 |
|
0.618 |
670.8 |
|
HIGH |
659.0 |
|
0.618 |
651.8 |
|
0.500 |
649.5 |
|
0.382 |
647.3 |
|
LOW |
640.0 |
|
0.618 |
628.0 |
|
1.000 |
620.8 |
|
1.618 |
609.0 |
|
2.618 |
590.0 |
|
4.250 |
558.8 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
649.5 |
648.5 |
| PP |
648.0 |
647.5 |
| S1 |
646.8 |
646.3 |
|