ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
605.4 |
598.7 |
-6.7 |
-1.1% |
610.7 |
| High |
611.4 |
617.6 |
6.2 |
1.0% |
617.9 |
| Low |
597.1 |
594.0 |
-3.1 |
-0.5% |
586.4 |
| Close |
599.4 |
617.0 |
17.6 |
2.9% |
617.0 |
| Range |
14.3 |
23.6 |
9.3 |
65.0% |
31.5 |
| ATR |
17.3 |
17.7 |
0.5 |
2.6% |
0.0 |
| Volume |
151,223 |
177,780 |
26,557 |
17.6% |
798,917 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680.3 |
672.3 |
630.0 |
|
| R3 |
656.8 |
648.8 |
623.5 |
|
| R2 |
633.3 |
633.3 |
621.3 |
|
| R1 |
625.0 |
625.0 |
619.3 |
629.0 |
| PP |
609.5 |
609.5 |
609.5 |
611.5 |
| S1 |
601.5 |
601.5 |
614.8 |
605.5 |
| S2 |
586.0 |
586.0 |
612.8 |
|
| S3 |
562.3 |
577.8 |
610.5 |
|
| S4 |
538.8 |
554.3 |
604.0 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.5 |
690.8 |
634.3 |
|
| R3 |
670.0 |
659.3 |
625.8 |
|
| R2 |
638.5 |
638.5 |
622.8 |
|
| R1 |
627.8 |
627.8 |
620.0 |
633.3 |
| PP |
607.0 |
607.0 |
607.0 |
609.8 |
| S1 |
596.3 |
596.3 |
614.0 |
601.8 |
| S2 |
575.5 |
575.5 |
611.3 |
|
| S3 |
544.0 |
564.8 |
608.3 |
|
| S4 |
512.5 |
533.3 |
599.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
617.9 |
586.4 |
31.5 |
5.1% |
18.0 |
2.9% |
97% |
False |
False |
159,783 |
| 10 |
633.0 |
586.4 |
46.6 |
7.6% |
17.3 |
2.8% |
66% |
False |
False |
153,977 |
| 20 |
664.6 |
586.4 |
78.2 |
12.7% |
16.8 |
2.7% |
39% |
False |
False |
149,435 |
| 40 |
671.5 |
584.3 |
87.2 |
14.1% |
18.3 |
3.0% |
38% |
False |
False |
152,474 |
| 60 |
676.0 |
584.3 |
91.7 |
14.9% |
18.8 |
3.0% |
36% |
False |
False |
144,607 |
| 80 |
717.0 |
584.3 |
132.7 |
21.5% |
19.5 |
3.1% |
25% |
False |
False |
108,570 |
| 100 |
742.0 |
584.3 |
157.7 |
25.6% |
18.5 |
3.0% |
21% |
False |
False |
86,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718.0 |
|
2.618 |
679.5 |
|
1.618 |
655.8 |
|
1.000 |
641.3 |
|
0.618 |
632.3 |
|
HIGH |
617.5 |
|
0.618 |
608.5 |
|
0.500 |
605.8 |
|
0.382 |
603.0 |
|
LOW |
594.0 |
|
0.618 |
579.5 |
|
1.000 |
570.5 |
|
1.618 |
555.8 |
|
2.618 |
532.3 |
|
4.250 |
493.8 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
613.3 |
612.0 |
| PP |
609.5 |
607.0 |
| S1 |
605.8 |
602.3 |
|