ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
645.8 |
665.5 |
19.7 |
3.1% |
636.0 |
| High |
668.4 |
670.8 |
2.4 |
0.4% |
655.3 |
| Low |
645.3 |
661.6 |
16.3 |
2.5% |
636.0 |
| Close |
665.1 |
662.8 |
-2.3 |
-0.3% |
647.7 |
| Range |
23.1 |
9.2 |
-13.9 |
-60.2% |
19.3 |
| ATR |
14.4 |
14.0 |
-0.4 |
-2.6% |
0.0 |
| Volume |
141,293 |
135,969 |
-5,324 |
-3.8% |
890,023 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692.8 |
687.0 |
667.8 |
|
| R3 |
683.5 |
677.8 |
665.3 |
|
| R2 |
674.3 |
674.3 |
664.5 |
|
| R1 |
668.5 |
668.5 |
663.8 |
666.8 |
| PP |
665.0 |
665.0 |
665.0 |
664.3 |
| S1 |
659.3 |
659.3 |
662.0 |
657.5 |
| S2 |
655.8 |
655.8 |
661.0 |
|
| S3 |
646.8 |
650.3 |
660.3 |
|
| S4 |
637.5 |
641.0 |
657.8 |
|
|
| 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 |
670.8 |
638.9 |
31.9 |
4.8% |
14.5 |
2.2% |
75% |
True |
False |
152,825 |
| 10 |
670.8 |
626.0 |
44.8 |
6.8% |
13.0 |
1.9% |
82% |
True |
False |
151,679 |
| 20 |
670.8 |
586.5 |
84.3 |
12.7% |
13.8 |
2.1% |
91% |
True |
False |
76,107 |
| 40 |
670.8 |
585.3 |
85.5 |
12.9% |
13.5 |
2.0% |
91% |
True |
False |
38,184 |
| 60 |
670.8 |
582.6 |
88.2 |
13.3% |
14.3 |
2.2% |
91% |
True |
False |
25,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
710.0 |
|
2.618 |
695.0 |
|
1.618 |
685.8 |
|
1.000 |
680.0 |
|
0.618 |
676.5 |
|
HIGH |
670.8 |
|
0.618 |
667.3 |
|
0.500 |
666.3 |
|
0.382 |
665.0 |
|
LOW |
661.5 |
|
0.618 |
656.0 |
|
1.000 |
652.5 |
|
1.618 |
646.8 |
|
2.618 |
637.5 |
|
4.250 |
622.5 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
666.3 |
660.3 |
| PP |
665.0 |
657.5 |
| S1 |
664.0 |
654.8 |
|