ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
610.7 |
600.2 |
-10.5 |
-1.7% |
608.7 |
| High |
617.9 |
601.9 |
-16.0 |
-2.6% |
633.0 |
| Low |
600.6 |
586.4 |
-14.2 |
-2.4% |
599.9 |
| Close |
601.9 |
594.8 |
-7.1 |
-1.2% |
610.6 |
| Range |
17.3 |
15.5 |
-1.8 |
-10.4% |
33.1 |
| ATR |
17.6 |
17.4 |
-0.1 |
-0.8% |
0.0 |
| Volume |
130,540 |
177,616 |
47,076 |
36.1% |
740,853 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.8 |
633.3 |
603.3 |
|
| R3 |
625.3 |
617.8 |
599.0 |
|
| R2 |
609.8 |
609.8 |
597.8 |
|
| R1 |
602.3 |
602.3 |
596.3 |
598.3 |
| PP |
594.3 |
594.3 |
594.3 |
592.5 |
| S1 |
586.8 |
586.8 |
593.5 |
582.8 |
| S2 |
578.8 |
578.8 |
592.0 |
|
| S3 |
563.3 |
571.3 |
590.5 |
|
| S4 |
547.8 |
555.8 |
586.3 |
|
|
| 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 |
586.4 |
46.6 |
7.8% |
16.3 |
2.8% |
18% |
False |
True |
153,162 |
| 10 |
644.9 |
586.4 |
58.5 |
9.8% |
17.8 |
3.0% |
14% |
False |
True |
154,537 |
| 20 |
664.7 |
586.4 |
78.3 |
13.2% |
16.8 |
2.8% |
11% |
False |
True |
148,061 |
| 40 |
671.5 |
584.3 |
87.2 |
14.7% |
18.5 |
3.1% |
12% |
False |
False |
153,234 |
| 60 |
676.0 |
584.3 |
91.7 |
15.4% |
18.8 |
3.1% |
11% |
False |
False |
136,445 |
| 80 |
719.4 |
584.3 |
135.1 |
22.7% |
20.0 |
3.4% |
8% |
False |
False |
102,441 |
| 100 |
742.0 |
584.3 |
157.7 |
26.5% |
18.0 |
3.0% |
7% |
False |
False |
81,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
667.8 |
|
2.618 |
642.5 |
|
1.618 |
627.0 |
|
1.000 |
617.5 |
|
0.618 |
611.5 |
|
HIGH |
602.0 |
|
0.618 |
596.0 |
|
0.500 |
594.3 |
|
0.382 |
592.3 |
|
LOW |
586.5 |
|
0.618 |
576.8 |
|
1.000 |
571.0 |
|
1.618 |
561.3 |
|
2.618 |
545.8 |
|
4.250 |
520.5 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
594.5 |
602.3 |
| PP |
594.3 |
599.8 |
| S1 |
594.3 |
597.3 |
|