ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
658.6 |
644.9 |
-13.7 |
-2.1% |
650.8 |
| High |
659.0 |
644.9 |
-14.1 |
-2.1% |
664.6 |
| Low |
639.9 |
610.3 |
-29.6 |
-4.6% |
637.1 |
| Close |
645.3 |
617.4 |
-27.9 |
-4.3% |
650.0 |
| Range |
19.1 |
34.6 |
15.5 |
81.2% |
27.5 |
| ATR |
17.6 |
18.8 |
1.2 |
7.1% |
0.0 |
| Volume |
163,285 |
203,526 |
40,241 |
24.6% |
698,170 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728.0 |
707.3 |
636.5 |
|
| R3 |
693.5 |
672.8 |
627.0 |
|
| R2 |
658.8 |
658.8 |
623.8 |
|
| R1 |
638.0 |
638.0 |
620.5 |
631.3 |
| PP |
624.3 |
624.3 |
624.3 |
620.8 |
| S1 |
603.5 |
603.5 |
614.3 |
596.5 |
| S2 |
589.5 |
589.5 |
611.0 |
|
| S3 |
555.0 |
569.0 |
608.0 |
|
| S4 |
520.5 |
534.3 |
598.3 |
|
|
| 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 |
610.3 |
54.3 |
8.8% |
19.3 |
3.1% |
13% |
False |
True |
147,187 |
| 10 |
664.6 |
610.3 |
54.3 |
8.8% |
17.5 |
2.8% |
13% |
False |
True |
147,159 |
| 20 |
671.5 |
599.9 |
71.6 |
11.6% |
18.8 |
3.0% |
24% |
False |
False |
152,957 |
| 40 |
676.0 |
584.3 |
91.7 |
14.9% |
18.8 |
3.0% |
36% |
False |
False |
156,496 |
| 60 |
681.9 |
584.3 |
97.6 |
15.8% |
19.5 |
3.2% |
34% |
False |
False |
114,167 |
| 80 |
742.0 |
584.3 |
157.7 |
25.5% |
19.8 |
3.2% |
21% |
False |
False |
85,698 |
| 100 |
742.0 |
584.3 |
157.7 |
25.5% |
17.3 |
2.8% |
21% |
False |
False |
68,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.0 |
|
2.618 |
735.5 |
|
1.618 |
701.0 |
|
1.000 |
679.5 |
|
0.618 |
666.3 |
|
HIGH |
645.0 |
|
0.618 |
631.8 |
|
0.500 |
627.5 |
|
0.382 |
623.5 |
|
LOW |
610.3 |
|
0.618 |
589.0 |
|
1.000 |
575.8 |
|
1.618 |
554.3 |
|
2.618 |
519.8 |
|
4.250 |
463.3 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
627.5 |
635.0 |
| PP |
624.3 |
629.3 |
| S1 |
620.8 |
623.3 |
|