ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
643.1 |
630.4 |
-12.7 |
-2.0% |
616.2 |
| High |
646.0 |
638.9 |
-7.1 |
-1.1% |
644.0 |
| Low |
627.7 |
626.6 |
-1.1 |
-0.2% |
594.8 |
| Close |
630.2 |
634.7 |
4.5 |
0.7% |
643.0 |
| Range |
18.3 |
12.3 |
-6.0 |
-32.8% |
49.2 |
| ATR |
17.7 |
17.3 |
-0.4 |
-2.2% |
0.0 |
| Volume |
137,490 |
166,421 |
28,931 |
21.0% |
737,860 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.3 |
664.8 |
641.5 |
|
| R3 |
658.0 |
652.5 |
638.0 |
|
| R2 |
645.8 |
645.8 |
637.0 |
|
| R1 |
640.3 |
640.3 |
635.8 |
643.0 |
| PP |
633.5 |
633.5 |
633.5 |
634.8 |
| S1 |
628.0 |
628.0 |
633.5 |
630.8 |
| S2 |
621.0 |
621.0 |
632.5 |
|
| S3 |
608.8 |
615.5 |
631.3 |
|
| S4 |
596.5 |
603.3 |
628.0 |
|
|
| 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 |
603.7 |
42.3 |
6.7% |
16.0 |
2.5% |
73% |
False |
False |
148,652 |
| 10 |
646.0 |
586.7 |
59.3 |
9.3% |
17.3 |
2.7% |
81% |
False |
False |
153,253 |
| 20 |
646.0 |
586.4 |
59.6 |
9.4% |
17.5 |
2.8% |
81% |
False |
False |
153,895 |
| 40 |
671.5 |
586.4 |
85.1 |
13.4% |
17.5 |
2.8% |
57% |
False |
False |
152,819 |
| 60 |
676.0 |
584.3 |
91.7 |
14.4% |
18.0 |
2.8% |
55% |
False |
False |
155,678 |
| 80 |
700.9 |
584.3 |
116.6 |
18.4% |
18.8 |
3.0% |
43% |
False |
False |
121,561 |
| 100 |
742.0 |
584.3 |
157.7 |
24.8% |
19.0 |
3.0% |
32% |
False |
False |
97,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691.3 |
|
2.618 |
671.0 |
|
1.618 |
658.8 |
|
1.000 |
651.3 |
|
0.618 |
646.5 |
|
HIGH |
639.0 |
|
0.618 |
634.3 |
|
0.500 |
632.8 |
|
0.382 |
631.3 |
|
LOW |
626.5 |
|
0.618 |
619.0 |
|
1.000 |
614.3 |
|
1.618 |
606.8 |
|
2.618 |
594.5 |
|
4.250 |
574.3 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
634.0 |
636.3 |
| PP |
633.5 |
635.8 |
| S1 |
632.8 |
635.3 |
|