ICE Russell 2000 Mini Future December 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 |
650.6 |
648.9 |
-1.7 |
-0.3% |
636.0 |
| High |
651.0 |
655.3 |
4.3 |
0.7% |
655.3 |
| Low |
640.2 |
638.9 |
-1.3 |
-0.2% |
636.0 |
| Close |
647.8 |
647.7 |
-0.1 |
0.0% |
647.7 |
| Range |
10.8 |
16.4 |
5.6 |
51.9% |
19.3 |
| ATR |
13.5 |
13.7 |
0.2 |
1.5% |
0.0 |
| Volume |
145,434 |
156,626 |
11,192 |
7.7% |
890,023 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.5 |
688.5 |
656.8 |
|
| R3 |
680.0 |
672.0 |
652.3 |
|
| R2 |
663.8 |
663.8 |
650.8 |
|
| R1 |
655.8 |
655.8 |
649.3 |
651.5 |
| PP |
647.3 |
647.3 |
647.3 |
645.3 |
| S1 |
639.3 |
639.3 |
646.3 |
635.0 |
| S2 |
631.0 |
631.0 |
644.8 |
|
| S3 |
614.5 |
623.0 |
643.3 |
|
| S4 |
598.0 |
606.5 |
638.8 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.3 |
695.3 |
658.3 |
|
| R3 |
685.0 |
676.0 |
653.0 |
|
| R2 |
665.8 |
665.8 |
651.3 |
|
| R1 |
656.8 |
656.8 |
649.5 |
661.3 |
| PP |
646.3 |
646.3 |
646.3 |
648.5 |
| S1 |
637.3 |
637.3 |
646.0 |
641.8 |
| S2 |
627.0 |
627.0 |
644.3 |
|
| S3 |
607.8 |
618.0 |
642.5 |
|
| S4 |
588.5 |
598.8 |
637.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655.3 |
636.0 |
19.3 |
3.0% |
12.8 |
2.0% |
61% |
True |
False |
178,004 |
| 10 |
655.3 |
625.3 |
30.0 |
4.6% |
11.8 |
1.8% |
75% |
True |
False |
124,001 |
| 20 |
655.3 |
585.3 |
70.0 |
10.8% |
13.8 |
2.1% |
89% |
True |
False |
62,281 |
| 40 |
667.5 |
585.3 |
82.2 |
12.7% |
13.3 |
2.1% |
76% |
False |
False |
31,262 |
| 60 |
667.5 |
582.6 |
84.9 |
13.1% |
14.5 |
2.2% |
77% |
False |
False |
21,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725.0 |
|
2.618 |
698.3 |
|
1.618 |
681.8 |
|
1.000 |
671.8 |
|
0.618 |
665.5 |
|
HIGH |
655.3 |
|
0.618 |
649.0 |
|
0.500 |
647.0 |
|
0.382 |
645.3 |
|
LOW |
639.0 |
|
0.618 |
628.8 |
|
1.000 |
622.5 |
|
1.618 |
612.3 |
|
2.618 |
596.0 |
|
4.250 |
569.3 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
647.5 |
647.5 |
| PP |
647.3 |
647.3 |
| S1 |
647.0 |
647.0 |
|