ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
637.7 |
651.5 |
13.8 |
2.2% |
643.1 |
| High |
654.1 |
655.3 |
1.2 |
0.2% |
646.0 |
| Low |
637.7 |
646.7 |
9.0 |
1.4% |
626.6 |
| Close |
650.7 |
650.0 |
-0.7 |
-0.1% |
636.0 |
| Range |
16.4 |
8.6 |
-7.8 |
-47.6% |
19.4 |
| ATR |
16.6 |
16.0 |
-0.6 |
-3.4% |
0.0 |
| Volume |
104,750 |
78,026 |
-26,724 |
-25.5% |
582,894 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.5 |
671.8 |
654.8 |
|
| R3 |
667.8 |
663.3 |
652.3 |
|
| R2 |
659.3 |
659.3 |
651.5 |
|
| R1 |
654.8 |
654.8 |
650.8 |
652.8 |
| PP |
650.8 |
650.8 |
650.8 |
649.8 |
| S1 |
646.0 |
646.0 |
649.3 |
644.0 |
| S2 |
642.0 |
642.0 |
648.5 |
|
| S3 |
633.5 |
637.5 |
647.8 |
|
| S4 |
624.8 |
628.8 |
645.3 |
|
|
| 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 |
655.3 |
626.6 |
28.7 |
4.4% |
12.0 |
1.9% |
82% |
True |
False |
125,636 |
| 10 |
655.3 |
594.8 |
60.5 |
9.3% |
14.0 |
2.2% |
91% |
True |
False |
138,357 |
| 20 |
655.3 |
586.4 |
68.9 |
10.6% |
16.0 |
2.5% |
92% |
True |
False |
145,219 |
| 40 |
671.5 |
586.4 |
85.1 |
13.1% |
17.0 |
2.6% |
75% |
False |
False |
147,460 |
| 60 |
676.0 |
584.3 |
91.7 |
14.1% |
18.0 |
2.8% |
72% |
False |
False |
150,657 |
| 80 |
676.0 |
584.3 |
91.7 |
14.1% |
18.0 |
2.8% |
72% |
False |
False |
127,316 |
| 100 |
742.0 |
584.3 |
157.7 |
24.3% |
19.0 |
2.9% |
42% |
False |
False |
101,911 |
| 120 |
742.0 |
584.3 |
157.7 |
24.3% |
17.0 |
2.6% |
42% |
False |
False |
84,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691.8 |
|
2.618 |
677.8 |
|
1.618 |
669.3 |
|
1.000 |
664.0 |
|
0.618 |
660.5 |
|
HIGH |
655.3 |
|
0.618 |
652.0 |
|
0.500 |
651.0 |
|
0.382 |
650.0 |
|
LOW |
646.8 |
|
0.618 |
641.5 |
|
1.000 |
638.0 |
|
1.618 |
632.8 |
|
2.618 |
624.3 |
|
4.250 |
610.3 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
651.0 |
648.0 |
| PP |
650.8 |
646.0 |
| S1 |
650.3 |
644.0 |
|