ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
612.5 |
616.3 |
3.8 |
0.6% |
651.0 |
| High |
620.3 |
621.3 |
1.0 |
0.2% |
659.9 |
| Low |
605.9 |
607.4 |
1.5 |
0.2% |
605.9 |
| Close |
614.4 |
608.6 |
-5.8 |
-0.9% |
608.6 |
| Range |
14.4 |
13.9 |
-0.5 |
-3.5% |
54.0 |
| ATR |
18.5 |
18.2 |
-0.3 |
-1.8% |
0.0 |
| Volume |
159,222 |
133,620 |
-25,602 |
-16.1% |
750,764 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.3 |
645.3 |
616.3 |
|
| R3 |
640.3 |
631.3 |
612.5 |
|
| R2 |
626.3 |
626.3 |
611.3 |
|
| R1 |
617.5 |
617.5 |
609.8 |
615.0 |
| PP |
612.5 |
612.5 |
612.5 |
611.3 |
| S1 |
603.5 |
603.5 |
607.3 |
601.0 |
| S2 |
598.5 |
598.5 |
606.0 |
|
| S3 |
584.8 |
589.8 |
604.8 |
|
| S4 |
570.8 |
575.8 |
601.0 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.8 |
751.8 |
638.3 |
|
| R3 |
732.8 |
697.8 |
623.5 |
|
| R2 |
678.8 |
678.8 |
618.5 |
|
| R1 |
643.8 |
643.8 |
613.5 |
634.3 |
| PP |
624.8 |
624.8 |
624.8 |
620.0 |
| S1 |
589.8 |
589.8 |
603.8 |
580.3 |
| S2 |
570.8 |
570.8 |
598.8 |
|
| S3 |
516.8 |
535.8 |
593.8 |
|
| S4 |
462.8 |
481.8 |
579.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
659.9 |
605.9 |
54.0 |
8.9% |
18.8 |
3.1% |
5% |
False |
False |
150,152 |
| 10 |
664.6 |
605.9 |
58.7 |
9.6% |
16.5 |
2.7% |
5% |
False |
False |
144,893 |
| 20 |
671.5 |
599.9 |
71.6 |
11.8% |
18.0 |
2.9% |
12% |
False |
False |
152,533 |
| 40 |
676.0 |
584.3 |
91.7 |
15.1% |
18.8 |
3.1% |
26% |
False |
False |
153,842 |
| 60 |
676.0 |
584.3 |
91.7 |
15.1% |
19.0 |
3.1% |
26% |
False |
False |
119,041 |
| 80 |
742.0 |
584.3 |
157.7 |
25.9% |
19.8 |
3.2% |
15% |
False |
False |
89,353 |
| 100 |
742.0 |
584.3 |
157.7 |
25.9% |
17.3 |
2.8% |
15% |
False |
False |
71,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680.5 |
|
2.618 |
657.8 |
|
1.618 |
643.8 |
|
1.000 |
635.3 |
|
0.618 |
630.0 |
|
HIGH |
621.3 |
|
0.618 |
616.0 |
|
0.500 |
614.3 |
|
0.382 |
612.8 |
|
LOW |
607.5 |
|
0.618 |
598.8 |
|
1.000 |
593.5 |
|
1.618 |
585.0 |
|
2.618 |
571.0 |
|
4.250 |
548.3 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
614.3 |
625.5 |
| PP |
612.5 |
619.8 |
| S1 |
610.5 |
614.3 |
|