ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
668.0 |
665.8 |
-2.2 |
-0.3% |
645.8 |
| High |
672.2 |
674.6 |
2.4 |
0.4% |
670.8 |
| Low |
663.3 |
655.7 |
-7.6 |
-1.1% |
644.6 |
| Close |
665.9 |
671.9 |
6.0 |
0.9% |
667.5 |
| Range |
8.9 |
18.9 |
10.0 |
112.4% |
26.2 |
| ATR |
14.5 |
14.8 |
0.3 |
2.2% |
0.0 |
| Volume |
102,108 |
164,789 |
62,681 |
61.4% |
686,522 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724.0 |
717.0 |
682.3 |
|
| R3 |
705.3 |
698.0 |
677.0 |
|
| R2 |
686.3 |
686.3 |
675.3 |
|
| R1 |
679.0 |
679.0 |
673.8 |
682.8 |
| PP |
667.5 |
667.5 |
667.5 |
669.3 |
| S1 |
660.3 |
660.3 |
670.3 |
663.8 |
| S2 |
648.5 |
648.5 |
668.5 |
|
| S3 |
629.5 |
641.3 |
666.8 |
|
| S4 |
610.8 |
622.5 |
661.5 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739.5 |
729.8 |
682.0 |
|
| R3 |
713.3 |
703.5 |
674.8 |
|
| R2 |
687.3 |
687.3 |
672.3 |
|
| R1 |
677.3 |
677.3 |
670.0 |
682.3 |
| PP |
661.0 |
661.0 |
661.0 |
663.5 |
| S1 |
651.3 |
651.3 |
665.0 |
656.0 |
| S2 |
634.8 |
634.8 |
662.8 |
|
| S3 |
608.5 |
625.0 |
660.3 |
|
| S4 |
582.3 |
598.8 |
653.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
674.6 |
644.6 |
30.0 |
4.5% |
16.8 |
2.5% |
91% |
True |
False |
135,231 |
| 10 |
674.6 |
638.9 |
35.7 |
5.3% |
15.5 |
2.3% |
92% |
True |
False |
144,028 |
| 20 |
674.6 |
601.3 |
73.3 |
10.9% |
13.8 |
2.1% |
96% |
True |
False |
109,774 |
| 40 |
674.6 |
585.3 |
89.3 |
13.3% |
14.0 |
2.1% |
97% |
True |
False |
55,061 |
| 60 |
674.6 |
582.6 |
92.0 |
13.7% |
14.5 |
2.2% |
97% |
True |
False |
36,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755.0 |
|
2.618 |
724.0 |
|
1.618 |
705.3 |
|
1.000 |
693.5 |
|
0.618 |
686.3 |
|
HIGH |
674.5 |
|
0.618 |
667.5 |
|
0.500 |
665.3 |
|
0.382 |
663.0 |
|
LOW |
655.8 |
|
0.618 |
644.0 |
|
1.000 |
636.8 |
|
1.618 |
625.0 |
|
2.618 |
606.3 |
|
4.250 |
575.5 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
669.8 |
668.0 |
| PP |
667.5 |
664.0 |
| S1 |
665.3 |
660.0 |
|