ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
621.4 |
610.6 |
-10.8 |
-1.7% |
608.7 |
| High |
628.9 |
613.0 |
-15.9 |
-2.5% |
633.0 |
| Low |
608.0 |
599.9 |
-8.1 |
-1.3% |
599.9 |
| Close |
609.9 |
610.6 |
0.7 |
0.1% |
610.6 |
| Range |
20.9 |
13.1 |
-7.8 |
-37.3% |
33.1 |
| ATR |
18.0 |
17.6 |
-0.3 |
-1.9% |
0.0 |
| Volume |
185,464 |
136,443 |
-49,021 |
-26.4% |
740,853 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647.3 |
642.0 |
617.8 |
|
| R3 |
634.0 |
628.8 |
614.3 |
|
| R2 |
621.0 |
621.0 |
613.0 |
|
| R1 |
615.8 |
615.8 |
611.8 |
617.3 |
| PP |
607.8 |
607.8 |
607.8 |
608.5 |
| S1 |
602.8 |
602.8 |
609.5 |
604.0 |
| S2 |
594.8 |
594.8 |
608.3 |
|
| S3 |
581.8 |
589.5 |
607.0 |
|
| S4 |
568.5 |
576.5 |
603.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713.8 |
695.3 |
628.8 |
|
| R3 |
680.8 |
662.3 |
619.8 |
|
| R2 |
647.5 |
647.5 |
616.8 |
|
| R1 |
629.0 |
629.0 |
613.8 |
638.3 |
| PP |
614.5 |
614.5 |
614.5 |
619.0 |
| S1 |
596.0 |
596.0 |
607.5 |
605.3 |
| S2 |
581.5 |
581.5 |
604.5 |
|
| S3 |
548.3 |
563.0 |
601.5 |
|
| S4 |
515.3 |
529.8 |
592.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633.0 |
599.9 |
33.1 |
5.4% |
16.5 |
2.7% |
32% |
False |
True |
148,170 |
| 10 |
659.9 |
599.9 |
60.0 |
9.8% |
17.5 |
2.9% |
18% |
False |
True |
149,161 |
| 20 |
671.5 |
599.9 |
71.6 |
11.7% |
16.5 |
2.7% |
15% |
False |
True |
148,589 |
| 40 |
671.5 |
584.3 |
87.2 |
14.3% |
18.5 |
3.0% |
30% |
False |
False |
154,235 |
| 60 |
676.0 |
584.3 |
91.7 |
15.0% |
18.5 |
3.0% |
29% |
False |
False |
131,337 |
| 80 |
737.0 |
584.3 |
152.7 |
25.0% |
20.0 |
3.3% |
17% |
False |
False |
98,601 |
| 100 |
742.0 |
584.3 |
157.7 |
25.8% |
17.8 |
2.9% |
17% |
False |
False |
78,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
668.8 |
|
2.618 |
647.3 |
|
1.618 |
634.3 |
|
1.000 |
626.0 |
|
0.618 |
621.0 |
|
HIGH |
613.0 |
|
0.618 |
608.0 |
|
0.500 |
606.5 |
|
0.382 |
605.0 |
|
LOW |
600.0 |
|
0.618 |
591.8 |
|
1.000 |
586.8 |
|
1.618 |
578.8 |
|
2.618 |
565.5 |
|
4.250 |
544.3 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
609.3 |
616.5 |
| PP |
607.8 |
614.5 |
| S1 |
606.5 |
612.5 |
|