ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
616.2 |
601.3 |
-14.9 |
-2.4% |
610.7 |
| High |
624.5 |
608.0 |
-16.5 |
-2.6% |
617.9 |
| Low |
600.5 |
594.8 |
-5.7 |
-0.9% |
586.4 |
| Close |
600.8 |
601.6 |
0.8 |
0.1% |
617.0 |
| Range |
24.0 |
13.2 |
-10.8 |
-45.0% |
31.5 |
| ATR |
18.2 |
17.8 |
-0.4 |
-2.0% |
0.0 |
| Volume |
119,960 |
178,551 |
58,591 |
48.8% |
798,917 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.0 |
634.5 |
608.8 |
|
| R3 |
627.8 |
621.3 |
605.3 |
|
| R2 |
614.8 |
614.8 |
604.0 |
|
| R1 |
608.3 |
608.3 |
602.8 |
611.5 |
| PP |
601.5 |
601.5 |
601.5 |
603.0 |
| S1 |
595.0 |
595.0 |
600.5 |
598.3 |
| S2 |
588.3 |
588.3 |
599.3 |
|
| S3 |
575.0 |
581.8 |
598.0 |
|
| S4 |
561.8 |
568.5 |
594.3 |
|
|
| 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 |
624.5 |
586.7 |
37.8 |
6.3% |
18.8 |
3.1% |
39% |
False |
False |
157,854 |
| 10 |
633.0 |
586.4 |
46.6 |
7.7% |
17.5 |
2.9% |
33% |
False |
False |
155,508 |
| 20 |
664.6 |
586.4 |
78.2 |
13.0% |
17.3 |
2.9% |
19% |
False |
False |
149,201 |
| 40 |
671.5 |
584.3 |
87.2 |
14.5% |
18.0 |
3.0% |
20% |
False |
False |
153,982 |
| 60 |
676.0 |
584.3 |
91.7 |
15.2% |
18.3 |
3.0% |
19% |
False |
False |
149,538 |
| 80 |
717.0 |
584.3 |
132.7 |
22.1% |
19.3 |
3.2% |
13% |
False |
False |
112,296 |
| 100 |
742.0 |
584.3 |
157.7 |
26.2% |
18.8 |
3.1% |
11% |
False |
False |
89,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664.0 |
|
2.618 |
642.5 |
|
1.618 |
629.3 |
|
1.000 |
621.3 |
|
0.618 |
616.3 |
|
HIGH |
608.0 |
|
0.618 |
603.0 |
|
0.500 |
601.5 |
|
0.382 |
599.8 |
|
LOW |
594.8 |
|
0.618 |
586.8 |
|
1.000 |
581.5 |
|
1.618 |
573.5 |
|
2.618 |
560.3 |
|
4.250 |
538.8 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601.5 |
609.3 |
| PP |
601.5 |
606.8 |
| S1 |
601.5 |
604.3 |
|