ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
616.3 |
608.7 |
-7.6 |
-1.2% |
651.0 |
| High |
621.3 |
618.0 |
-3.3 |
-0.5% |
659.9 |
| Low |
607.4 |
602.4 |
-5.0 |
-0.8% |
605.9 |
| Close |
608.6 |
614.7 |
6.1 |
1.0% |
608.6 |
| Range |
13.9 |
15.6 |
1.7 |
12.2% |
54.0 |
| ATR |
18.2 |
18.0 |
-0.2 |
-1.0% |
0.0 |
| Volume |
133,620 |
138,920 |
5,300 |
4.0% |
750,764 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658.5 |
652.3 |
623.3 |
|
| R3 |
643.0 |
636.5 |
619.0 |
|
| R2 |
627.3 |
627.3 |
617.5 |
|
| R1 |
621.0 |
621.0 |
616.3 |
624.3 |
| PP |
611.8 |
611.8 |
611.8 |
613.3 |
| S1 |
605.5 |
605.5 |
613.3 |
608.5 |
| S2 |
596.0 |
596.0 |
611.8 |
|
| S3 |
580.5 |
589.8 |
610.5 |
|
| S4 |
565.0 |
574.3 |
606.0 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.8 |
751.8 |
638.3 |
|
| R3 |
732.8 |
697.8 |
623.5 |
|
| R2 |
678.8 |
678.8 |
618.5 |
|
| R1 |
643.8 |
643.8 |
613.5 |
634.3 |
| PP |
624.8 |
624.8 |
624.8 |
620.0 |
| S1 |
589.8 |
589.8 |
603.8 |
580.3 |
| S2 |
570.8 |
570.8 |
598.8 |
|
| S3 |
516.8 |
535.8 |
593.8 |
|
| S4 |
462.8 |
481.8 |
579.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
659.0 |
602.4 |
56.6 |
9.2% |
19.5 |
3.2% |
22% |
False |
True |
159,714 |
| 10 |
664.6 |
602.4 |
62.2 |
10.1% |
16.8 |
2.7% |
20% |
False |
True |
141,321 |
| 20 |
671.5 |
600.1 |
71.4 |
11.6% |
18.0 |
2.9% |
20% |
False |
False |
149,702 |
| 40 |
676.0 |
584.3 |
91.7 |
14.9% |
18.8 |
3.1% |
33% |
False |
False |
153,376 |
| 60 |
676.0 |
584.3 |
91.7 |
14.9% |
18.8 |
3.1% |
33% |
False |
False |
121,349 |
| 80 |
742.0 |
584.3 |
157.7 |
25.7% |
19.8 |
3.2% |
19% |
False |
False |
91,085 |
| 100 |
742.0 |
584.3 |
157.7 |
25.7% |
17.3 |
2.8% |
19% |
False |
False |
72,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684.3 |
|
2.618 |
658.8 |
|
1.618 |
643.3 |
|
1.000 |
633.5 |
|
0.618 |
627.8 |
|
HIGH |
618.0 |
|
0.618 |
612.0 |
|
0.500 |
610.3 |
|
0.382 |
608.3 |
|
LOW |
602.5 |
|
0.618 |
592.8 |
|
1.000 |
586.8 |
|
1.618 |
577.3 |
|
2.618 |
561.5 |
|
4.250 |
536.0 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
613.3 |
613.8 |
| PP |
611.8 |
612.8 |
| S1 |
610.3 |
611.8 |
|