ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
613.9 |
624.6 |
10.7 |
1.7% |
651.0 |
| High |
630.2 |
633.0 |
2.8 |
0.4% |
659.9 |
| Low |
612.9 |
618.0 |
5.1 |
0.8% |
605.9 |
| Close |
624.2 |
621.7 |
-2.5 |
-0.4% |
608.6 |
| Range |
17.3 |
15.0 |
-2.3 |
-13.3% |
54.0 |
| ATR |
17.9 |
17.7 |
-0.2 |
-1.2% |
0.0 |
| Volume |
144,278 |
135,748 |
-8,530 |
-5.9% |
750,764 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.3 |
660.5 |
630.0 |
|
| R3 |
654.3 |
645.5 |
625.8 |
|
| R2 |
639.3 |
639.3 |
624.5 |
|
| R1 |
630.5 |
630.5 |
623.0 |
627.3 |
| PP |
624.3 |
624.3 |
624.3 |
622.8 |
| S1 |
615.5 |
615.5 |
620.3 |
612.3 |
| S2 |
609.3 |
609.3 |
619.0 |
|
| S3 |
594.3 |
600.5 |
617.5 |
|
| S4 |
579.3 |
585.5 |
613.5 |
|
|
| 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 |
633.0 |
602.4 |
30.6 |
4.9% |
15.3 |
2.5% |
63% |
True |
False |
142,357 |
| 10 |
664.6 |
602.4 |
62.2 |
10.0% |
17.3 |
2.8% |
31% |
False |
False |
144,772 |
| 20 |
671.5 |
602.4 |
69.1 |
11.1% |
17.3 |
2.8% |
28% |
False |
False |
149,849 |
| 40 |
671.5 |
584.3 |
87.2 |
14.0% |
18.5 |
3.0% |
43% |
False |
False |
154,305 |
| 60 |
676.0 |
584.3 |
91.7 |
14.7% |
18.8 |
3.0% |
41% |
False |
False |
126,003 |
| 80 |
737.0 |
584.3 |
152.7 |
24.6% |
19.8 |
3.2% |
24% |
False |
False |
94,582 |
| 100 |
742.0 |
584.3 |
157.7 |
25.4% |
17.5 |
2.8% |
24% |
False |
False |
75,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696.8 |
|
2.618 |
672.3 |
|
1.618 |
657.3 |
|
1.000 |
648.0 |
|
0.618 |
642.3 |
|
HIGH |
633.0 |
|
0.618 |
627.3 |
|
0.500 |
625.5 |
|
0.382 |
623.8 |
|
LOW |
618.0 |
|
0.618 |
608.8 |
|
1.000 |
603.0 |
|
1.618 |
593.8 |
|
2.618 |
578.8 |
|
4.250 |
554.3 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
625.5 |
620.3 |
| PP |
624.3 |
619.0 |
| S1 |
623.0 |
617.8 |
|