ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
644.9 |
612.5 |
-32.4 |
-5.0% |
650.8 |
| High |
644.9 |
620.3 |
-24.6 |
-3.8% |
664.6 |
| Low |
610.3 |
605.9 |
-4.4 |
-0.7% |
637.1 |
| Close |
617.4 |
614.4 |
-3.0 |
-0.5% |
650.0 |
| Range |
34.6 |
14.4 |
-20.2 |
-58.4% |
27.5 |
| ATR |
18.8 |
18.5 |
-0.3 |
-1.7% |
0.0 |
| Volume |
203,526 |
159,222 |
-44,304 |
-21.8% |
698,170 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.8 |
650.0 |
622.3 |
|
| R3 |
642.3 |
635.5 |
618.3 |
|
| R2 |
628.0 |
628.0 |
617.0 |
|
| R1 |
621.3 |
621.3 |
615.8 |
624.5 |
| PP |
613.5 |
613.5 |
613.5 |
615.3 |
| S1 |
606.8 |
606.8 |
613.0 |
610.3 |
| S2 |
599.3 |
599.3 |
611.8 |
|
| S3 |
584.8 |
592.3 |
610.5 |
|
| S4 |
570.3 |
578.0 |
606.5 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.0 |
719.0 |
665.0 |
|
| R3 |
705.5 |
691.5 |
657.5 |
|
| R2 |
678.0 |
678.0 |
655.0 |
|
| R1 |
664.0 |
664.0 |
652.5 |
657.3 |
| PP |
650.5 |
650.5 |
650.5 |
647.3 |
| S1 |
636.5 |
636.5 |
647.5 |
629.8 |
| S2 |
623.0 |
623.0 |
645.0 |
|
| S3 |
595.5 |
609.0 |
642.5 |
|
| S4 |
568.0 |
581.5 |
635.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
659.9 |
605.9 |
54.0 |
8.8% |
20.0 |
3.3% |
16% |
False |
True |
157,738 |
| 10 |
664.6 |
605.9 |
58.7 |
9.6% |
16.8 |
2.7% |
14% |
False |
True |
148,624 |
| 20 |
671.5 |
599.9 |
71.6 |
11.7% |
18.5 |
3.0% |
20% |
False |
False |
154,170 |
| 40 |
676.0 |
584.3 |
91.7 |
14.9% |
18.8 |
3.0% |
33% |
False |
False |
155,215 |
| 60 |
676.0 |
584.3 |
91.7 |
14.9% |
19.5 |
3.2% |
33% |
False |
False |
116,818 |
| 80 |
742.0 |
584.3 |
157.7 |
25.7% |
19.8 |
3.2% |
19% |
False |
False |
87,687 |
| 100 |
742.0 |
584.3 |
157.7 |
25.7% |
17.3 |
2.8% |
19% |
False |
False |
70,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681.5 |
|
2.618 |
658.0 |
|
1.618 |
643.5 |
|
1.000 |
634.8 |
|
0.618 |
629.3 |
|
HIGH |
620.3 |
|
0.618 |
614.8 |
|
0.500 |
613.0 |
|
0.382 |
611.5 |
|
LOW |
606.0 |
|
0.618 |
597.0 |
|
1.000 |
591.5 |
|
1.618 |
582.5 |
|
2.618 |
568.3 |
|
4.250 |
544.8 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
614.0 |
632.5 |
| PP |
613.5 |
626.5 |
| S1 |
613.0 |
620.5 |
|