ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
635.0 |
632.8 |
-2.2 |
-0.3% |
643.1 |
| High |
644.6 |
640.1 |
-4.5 |
-0.7% |
646.0 |
| Low |
629.3 |
632.5 |
3.2 |
0.5% |
626.6 |
| Close |
634.0 |
636.0 |
2.0 |
0.3% |
636.0 |
| Range |
15.3 |
7.6 |
-7.7 |
-50.3% |
19.4 |
| ATR |
17.2 |
16.5 |
-0.7 |
-4.0% |
0.0 |
| Volume |
150,404 |
128,579 |
-21,825 |
-14.5% |
582,894 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659.0 |
655.0 |
640.3 |
|
| R3 |
651.5 |
647.5 |
638.0 |
|
| R2 |
643.8 |
643.8 |
637.5 |
|
| R1 |
640.0 |
640.0 |
636.8 |
641.8 |
| PP |
636.3 |
636.3 |
636.3 |
637.3 |
| S1 |
632.3 |
632.3 |
635.3 |
634.3 |
| S2 |
628.5 |
628.5 |
634.5 |
|
| S3 |
621.0 |
624.8 |
634.0 |
|
| S4 |
613.5 |
617.0 |
631.8 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.5 |
684.5 |
646.8 |
|
| R3 |
675.0 |
665.3 |
641.3 |
|
| R2 |
655.5 |
655.5 |
639.5 |
|
| R1 |
645.8 |
645.8 |
637.8 |
641.0 |
| PP |
636.3 |
636.3 |
636.3 |
633.8 |
| S1 |
626.5 |
626.5 |
634.3 |
621.5 |
| S2 |
616.8 |
616.8 |
632.5 |
|
| S3 |
597.5 |
607.0 |
630.8 |
|
| S4 |
578.0 |
587.5 |
625.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
646.0 |
626.6 |
19.4 |
3.1% |
13.5 |
2.1% |
48% |
False |
False |
145,361 |
| 10 |
646.0 |
594.0 |
52.0 |
8.2% |
16.3 |
2.6% |
81% |
False |
False |
149,853 |
| 20 |
646.0 |
586.4 |
59.6 |
9.4% |
16.3 |
2.6% |
83% |
False |
False |
149,707 |
| 40 |
671.5 |
586.4 |
85.1 |
13.4% |
17.5 |
2.7% |
58% |
False |
False |
151,939 |
| 60 |
676.0 |
584.3 |
91.7 |
14.4% |
17.8 |
2.8% |
56% |
False |
False |
153,379 |
| 80 |
676.0 |
584.3 |
91.7 |
14.4% |
18.8 |
2.9% |
56% |
False |
False |
125,040 |
| 100 |
742.0 |
584.3 |
157.7 |
24.8% |
19.0 |
3.0% |
33% |
False |
False |
100,091 |
| 120 |
742.0 |
584.3 |
157.7 |
24.8% |
17.0 |
2.7% |
33% |
False |
False |
83,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672.5 |
|
2.618 |
660.0 |
|
1.618 |
652.5 |
|
1.000 |
647.8 |
|
0.618 |
644.8 |
|
HIGH |
640.0 |
|
0.618 |
637.3 |
|
0.500 |
636.3 |
|
0.382 |
635.5 |
|
LOW |
632.5 |
|
0.618 |
627.8 |
|
1.000 |
625.0 |
|
1.618 |
620.3 |
|
2.618 |
612.5 |
|
4.250 |
600.3 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.3 |
635.8 |
| PP |
636.3 |
635.8 |
| S1 |
636.0 |
635.5 |
|