ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
631.6 |
643.1 |
11.5 |
1.8% |
616.2 |
| High |
644.0 |
646.0 |
2.0 |
0.3% |
644.0 |
| Low |
629.7 |
627.7 |
-2.0 |
-0.3% |
594.8 |
| Close |
643.0 |
630.2 |
-12.8 |
-2.0% |
643.0 |
| Range |
14.3 |
18.3 |
4.0 |
28.0% |
49.2 |
| ATR |
17.6 |
17.7 |
0.0 |
0.3% |
0.0 |
| Volume |
143,912 |
137,490 |
-6,422 |
-4.5% |
737,860 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689.5 |
678.3 |
640.3 |
|
| R3 |
671.3 |
659.8 |
635.3 |
|
| R2 |
653.0 |
653.0 |
633.5 |
|
| R1 |
641.5 |
641.5 |
632.0 |
638.0 |
| PP |
634.8 |
634.8 |
634.8 |
633.0 |
| S1 |
623.3 |
623.3 |
628.5 |
619.8 |
| S2 |
616.3 |
616.3 |
626.8 |
|
| S3 |
598.0 |
605.0 |
625.3 |
|
| S4 |
579.8 |
586.8 |
620.3 |
|
|
| 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 |
646.0 |
594.8 |
51.2 |
8.1% |
16.0 |
2.6% |
69% |
True |
False |
151,078 |
| 10 |
646.0 |
586.4 |
59.6 |
9.5% |
17.8 |
2.8% |
73% |
True |
False |
154,372 |
| 20 |
659.0 |
586.4 |
72.6 |
11.5% |
18.0 |
2.8% |
60% |
False |
False |
153,738 |
| 40 |
671.5 |
586.4 |
85.1 |
13.5% |
18.0 |
2.8% |
51% |
False |
False |
151,911 |
| 60 |
676.0 |
584.3 |
91.7 |
14.6% |
18.0 |
2.9% |
50% |
False |
False |
155,486 |
| 80 |
700.9 |
584.3 |
116.6 |
18.5% |
19.0 |
3.0% |
39% |
False |
False |
119,485 |
| 100 |
742.0 |
584.3 |
157.7 |
25.0% |
19.0 |
3.0% |
29% |
False |
False |
95,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723.8 |
|
2.618 |
694.0 |
|
1.618 |
675.5 |
|
1.000 |
664.3 |
|
0.618 |
657.3 |
|
HIGH |
646.0 |
|
0.618 |
639.0 |
|
0.500 |
636.8 |
|
0.382 |
634.8 |
|
LOW |
627.8 |
|
0.618 |
616.5 |
|
1.000 |
609.5 |
|
1.618 |
598.0 |
|
2.618 |
579.8 |
|
4.250 |
550.0 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.8 |
633.3 |
| PP |
634.8 |
632.3 |
| S1 |
632.5 |
631.3 |
|