ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
630.4 |
635.0 |
4.6 |
0.7% |
616.2 |
| High |
638.9 |
644.6 |
5.7 |
0.9% |
644.0 |
| Low |
626.6 |
629.3 |
2.7 |
0.4% |
594.8 |
| Close |
634.7 |
634.0 |
-0.7 |
-0.1% |
643.0 |
| Range |
12.3 |
15.3 |
3.0 |
24.4% |
49.2 |
| ATR |
17.3 |
17.2 |
-0.1 |
-0.8% |
0.0 |
| Volume |
166,421 |
150,404 |
-16,017 |
-9.6% |
737,860 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.8 |
673.3 |
642.5 |
|
| R3 |
666.5 |
658.0 |
638.3 |
|
| R2 |
651.3 |
651.3 |
636.8 |
|
| R1 |
642.8 |
642.8 |
635.5 |
639.3 |
| PP |
636.0 |
636.0 |
636.0 |
634.3 |
| S1 |
627.3 |
627.3 |
632.5 |
624.0 |
| S2 |
620.8 |
620.8 |
631.3 |
|
| S3 |
605.3 |
612.0 |
629.8 |
|
| S4 |
590.0 |
596.8 |
625.5 |
|
|
| 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 |
620.4 |
25.6 |
4.0% |
14.5 |
2.3% |
53% |
False |
False |
144,259 |
| 10 |
646.0 |
594.0 |
52.0 |
8.2% |
17.0 |
2.7% |
77% |
False |
False |
152,117 |
| 20 |
646.0 |
586.4 |
59.6 |
9.4% |
16.5 |
2.6% |
80% |
False |
False |
151,239 |
| 40 |
671.5 |
586.4 |
85.1 |
13.4% |
17.8 |
2.8% |
56% |
False |
False |
152,098 |
| 60 |
676.0 |
584.3 |
91.7 |
14.5% |
18.0 |
2.8% |
54% |
False |
False |
154,744 |
| 80 |
681.9 |
584.3 |
97.6 |
15.4% |
18.8 |
3.0% |
51% |
False |
False |
123,435 |
| 100 |
742.0 |
584.3 |
157.7 |
24.9% |
19.0 |
3.0% |
32% |
False |
False |
98,806 |
| 120 |
742.0 |
584.3 |
157.7 |
24.9% |
17.0 |
2.7% |
32% |
False |
False |
82,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709.5 |
|
2.618 |
684.8 |
|
1.618 |
669.3 |
|
1.000 |
660.0 |
|
0.618 |
654.0 |
|
HIGH |
644.5 |
|
0.618 |
638.8 |
|
0.500 |
637.0 |
|
0.382 |
635.3 |
|
LOW |
629.3 |
|
0.618 |
619.8 |
|
1.000 |
614.0 |
|
1.618 |
604.5 |
|
2.618 |
589.3 |
|
4.250 |
564.3 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
637.0 |
636.3 |
| PP |
636.0 |
635.5 |
| S1 |
635.0 |
634.8 |
|