ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
600.2 |
595.1 |
-5.1 |
-0.8% |
608.7 |
| High |
601.9 |
605.4 |
3.5 |
0.6% |
633.0 |
| Low |
586.4 |
586.7 |
0.3 |
0.1% |
599.9 |
| Close |
594.8 |
604.0 |
9.2 |
1.5% |
610.6 |
| Range |
15.5 |
18.7 |
3.2 |
20.6% |
33.1 |
| ATR |
17.4 |
17.5 |
0.1 |
0.5% |
0.0 |
| Volume |
177,616 |
161,758 |
-15,858 |
-8.9% |
740,853 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.8 |
648.0 |
614.3 |
|
| R3 |
636.0 |
629.5 |
609.3 |
|
| R2 |
617.5 |
617.5 |
607.5 |
|
| R1 |
610.8 |
610.8 |
605.8 |
614.0 |
| PP |
598.8 |
598.8 |
598.8 |
600.5 |
| S1 |
592.0 |
592.0 |
602.3 |
595.3 |
| S2 |
580.0 |
580.0 |
600.5 |
|
| S3 |
561.3 |
573.3 |
598.8 |
|
| S4 |
542.5 |
554.5 |
593.8 |
|
|
| 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 |
628.9 |
586.4 |
42.5 |
7.0% |
17.0 |
2.8% |
41% |
False |
False |
158,364 |
| 10 |
633.0 |
586.4 |
46.6 |
7.7% |
16.3 |
2.7% |
38% |
False |
False |
150,360 |
| 20 |
664.6 |
586.4 |
78.2 |
12.9% |
16.8 |
2.8% |
23% |
False |
False |
148,760 |
| 40 |
671.5 |
584.3 |
87.2 |
14.4% |
18.3 |
3.0% |
23% |
False |
False |
154,262 |
| 60 |
676.0 |
584.3 |
91.7 |
15.2% |
18.5 |
3.1% |
21% |
False |
False |
139,141 |
| 80 |
717.0 |
584.3 |
132.7 |
22.0% |
20.0 |
3.3% |
15% |
False |
False |
104,463 |
| 100 |
742.0 |
584.3 |
157.7 |
26.1% |
18.3 |
3.0% |
12% |
False |
False |
83,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.0 |
|
2.618 |
654.3 |
|
1.618 |
635.8 |
|
1.000 |
624.0 |
|
0.618 |
617.0 |
|
HIGH |
605.5 |
|
0.618 |
598.3 |
|
0.500 |
596.0 |
|
0.382 |
593.8 |
|
LOW |
586.8 |
|
0.618 |
575.3 |
|
1.000 |
568.0 |
|
1.618 |
556.5 |
|
2.618 |
537.8 |
|
4.250 |
507.3 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601.3 |
603.5 |
| PP |
598.8 |
602.8 |
| S1 |
596.0 |
602.3 |
|