ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
652.6 |
652.5 |
-0.1 |
0.0% |
637.7 |
| High |
653.3 |
657.5 |
4.2 |
0.6% |
657.5 |
| Low |
642.8 |
652.0 |
9.2 |
1.4% |
637.7 |
| Close |
650.3 |
654.7 |
4.4 |
0.7% |
654.7 |
| Range |
10.5 |
5.5 |
-5.0 |
-47.6% |
19.8 |
| ATR |
15.4 |
14.8 |
-0.6 |
-3.8% |
0.0 |
| Volume |
25,770 |
375 |
-25,395 |
-98.5% |
275,796 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.3 |
668.5 |
657.8 |
|
| R3 |
665.8 |
663.0 |
656.3 |
|
| R2 |
660.3 |
660.3 |
655.8 |
|
| R1 |
657.5 |
657.5 |
655.3 |
658.8 |
| PP |
654.8 |
654.8 |
654.8 |
655.5 |
| S1 |
652.0 |
652.0 |
654.3 |
653.3 |
| S2 |
649.3 |
649.3 |
653.8 |
|
| S3 |
643.8 |
646.5 |
653.3 |
|
| S4 |
638.3 |
641.0 |
651.8 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709.3 |
701.8 |
665.5 |
|
| R3 |
689.5 |
682.0 |
660.0 |
|
| R2 |
669.8 |
669.8 |
658.3 |
|
| R1 |
662.3 |
662.3 |
656.5 |
666.0 |
| PP |
650.0 |
650.0 |
650.0 |
651.8 |
| S1 |
642.5 |
642.5 |
652.8 |
646.3 |
| S2 |
630.3 |
630.3 |
651.0 |
|
| S3 |
610.3 |
622.5 |
649.3 |
|
| S4 |
590.5 |
602.8 |
643.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
657.5 |
637.7 |
19.8 |
3.0% |
10.8 |
1.6% |
86% |
True |
False |
55,159 |
| 10 |
657.5 |
626.6 |
30.9 |
4.7% |
12.0 |
1.8% |
91% |
True |
False |
100,260 |
| 20 |
657.5 |
586.4 |
71.1 |
10.9% |
14.8 |
2.3% |
96% |
True |
False |
126,595 |
| 40 |
671.5 |
586.4 |
85.1 |
13.0% |
16.0 |
2.4% |
80% |
False |
False |
138,666 |
| 60 |
671.5 |
584.3 |
87.2 |
13.3% |
17.3 |
2.6% |
81% |
False |
False |
145,304 |
| 80 |
676.0 |
584.3 |
91.7 |
14.0% |
17.8 |
2.7% |
77% |
False |
False |
128,452 |
| 100 |
737.0 |
584.3 |
152.7 |
23.3% |
19.0 |
2.9% |
46% |
False |
False |
102,837 |
| 120 |
742.0 |
584.3 |
157.7 |
24.1% |
17.3 |
2.6% |
45% |
False |
False |
85,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681.0 |
|
2.618 |
672.0 |
|
1.618 |
666.5 |
|
1.000 |
663.0 |
|
0.618 |
661.0 |
|
HIGH |
657.5 |
|
0.618 |
655.5 |
|
0.500 |
654.8 |
|
0.382 |
654.0 |
|
LOW |
652.0 |
|
0.618 |
648.5 |
|
1.000 |
646.5 |
|
1.618 |
643.0 |
|
2.618 |
637.5 |
|
4.250 |
628.5 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
654.8 |
653.0 |
| PP |
654.8 |
651.5 |
| S1 |
654.8 |
650.0 |
|