ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
623.7 |
631.6 |
7.9 |
1.3% |
616.2 |
| High |
632.7 |
644.0 |
11.3 |
1.8% |
644.0 |
| Low |
620.4 |
629.7 |
9.3 |
1.5% |
594.8 |
| Close |
631.8 |
643.0 |
11.2 |
1.8% |
643.0 |
| Range |
12.3 |
14.3 |
2.0 |
16.3% |
49.2 |
| ATR |
17.9 |
17.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
123,069 |
143,912 |
20,843 |
16.9% |
737,860 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.8 |
676.8 |
650.8 |
|
| R3 |
667.5 |
662.5 |
647.0 |
|
| R2 |
653.3 |
653.3 |
645.5 |
|
| R1 |
648.0 |
648.0 |
644.3 |
650.8 |
| PP |
639.0 |
639.0 |
639.0 |
640.3 |
| S1 |
633.8 |
633.8 |
641.8 |
636.3 |
| S2 |
624.5 |
624.5 |
640.5 |
|
| S3 |
610.3 |
619.5 |
639.0 |
|
| S4 |
596.0 |
605.3 |
635.3 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.8 |
758.3 |
670.0 |
|
| R3 |
725.8 |
709.0 |
656.5 |
|
| R2 |
676.5 |
676.5 |
652.0 |
|
| R1 |
659.8 |
659.8 |
647.5 |
668.0 |
| PP |
627.3 |
627.3 |
627.3 |
631.5 |
| S1 |
610.5 |
610.5 |
638.5 |
619.0 |
| S2 |
578.0 |
578.0 |
634.0 |
|
| S3 |
528.8 |
561.3 |
629.5 |
|
| S4 |
479.8 |
512.3 |
616.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
644.0 |
594.8 |
49.2 |
7.7% |
17.3 |
2.7% |
98% |
True |
False |
147,572 |
| 10 |
644.0 |
586.4 |
57.6 |
9.0% |
17.5 |
2.7% |
98% |
True |
False |
153,677 |
| 20 |
659.9 |
586.4 |
73.5 |
11.4% |
17.5 |
2.7% |
77% |
False |
False |
151,419 |
| 40 |
671.5 |
586.4 |
85.1 |
13.2% |
18.0 |
2.8% |
67% |
False |
False |
151,293 |
| 60 |
676.0 |
584.3 |
91.7 |
14.3% |
18.0 |
2.8% |
64% |
False |
False |
155,758 |
| 80 |
708.1 |
584.3 |
123.8 |
19.3% |
19.0 |
3.0% |
47% |
False |
False |
117,775 |
| 100 |
742.0 |
584.3 |
157.7 |
24.5% |
19.0 |
2.9% |
37% |
False |
False |
94,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704.8 |
|
2.618 |
681.5 |
|
1.618 |
667.3 |
|
1.000 |
658.3 |
|
0.618 |
652.8 |
|
HIGH |
644.0 |
|
0.618 |
638.5 |
|
0.500 |
636.8 |
|
0.382 |
635.3 |
|
LOW |
629.8 |
|
0.618 |
620.8 |
|
1.000 |
615.5 |
|
1.618 |
606.5 |
|
2.618 |
592.3 |
|
4.250 |
569.0 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
641.0 |
636.5 |
| PP |
639.0 |
630.3 |
| S1 |
636.8 |
623.8 |
|