ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
632.8 |
637.7 |
4.9 |
0.8% |
643.1 |
| High |
640.1 |
654.1 |
14.0 |
2.2% |
646.0 |
| Low |
632.5 |
637.7 |
5.2 |
0.8% |
626.6 |
| Close |
636.0 |
650.7 |
14.7 |
2.3% |
636.0 |
| Range |
7.6 |
16.4 |
8.8 |
115.8% |
19.4 |
| ATR |
16.5 |
16.6 |
0.1 |
0.7% |
0.0 |
| Volume |
128,579 |
104,750 |
-23,829 |
-18.5% |
582,894 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.8 |
690.0 |
659.8 |
|
| R3 |
680.3 |
673.8 |
655.3 |
|
| R2 |
664.0 |
664.0 |
653.8 |
|
| R1 |
657.3 |
657.3 |
652.3 |
660.5 |
| PP |
647.5 |
647.5 |
647.5 |
649.3 |
| S1 |
641.0 |
641.0 |
649.3 |
644.3 |
| S2 |
631.0 |
631.0 |
647.8 |
|
| S3 |
614.8 |
624.5 |
646.3 |
|
| S4 |
598.3 |
608.0 |
641.8 |
|
|
| 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 |
654.1 |
626.6 |
27.5 |
4.2% |
14.0 |
2.1% |
88% |
True |
False |
137,528 |
| 10 |
654.1 |
594.8 |
59.3 |
9.1% |
15.5 |
2.4% |
94% |
True |
False |
142,550 |
| 20 |
654.1 |
586.4 |
67.7 |
10.4% |
16.5 |
2.5% |
95% |
True |
False |
148,263 |
| 40 |
671.5 |
586.4 |
85.1 |
13.1% |
17.3 |
2.6% |
76% |
False |
False |
150,398 |
| 60 |
676.0 |
584.3 |
91.7 |
14.1% |
18.0 |
2.8% |
72% |
False |
False |
151,982 |
| 80 |
676.0 |
584.3 |
91.7 |
14.1% |
18.3 |
2.8% |
72% |
False |
False |
126,347 |
| 100 |
742.0 |
584.3 |
157.7 |
24.2% |
19.0 |
2.9% |
42% |
False |
False |
101,135 |
| 120 |
742.0 |
584.3 |
157.7 |
24.2% |
17.0 |
2.6% |
42% |
False |
False |
84,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723.8 |
|
2.618 |
697.0 |
|
1.618 |
680.8 |
|
1.000 |
670.5 |
|
0.618 |
664.3 |
|
HIGH |
654.0 |
|
0.618 |
647.8 |
|
0.500 |
646.0 |
|
0.382 |
644.0 |
|
LOW |
637.8 |
|
0.618 |
627.5 |
|
1.000 |
621.3 |
|
1.618 |
611.3 |
|
2.618 |
594.8 |
|
4.250 |
568.0 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
649.0 |
647.8 |
| PP |
647.5 |
644.8 |
| S1 |
646.0 |
641.8 |
|