ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
608.7 |
613.9 |
5.2 |
0.9% |
651.0 |
| High |
618.0 |
630.2 |
12.2 |
2.0% |
659.9 |
| Low |
602.4 |
612.9 |
10.5 |
1.7% |
605.9 |
| Close |
614.7 |
624.2 |
9.5 |
1.5% |
608.6 |
| Range |
15.6 |
17.3 |
1.7 |
10.9% |
54.0 |
| ATR |
18.0 |
17.9 |
0.0 |
-0.3% |
0.0 |
| Volume |
138,920 |
144,278 |
5,358 |
3.9% |
750,764 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674.3 |
666.5 |
633.8 |
|
| R3 |
657.0 |
649.3 |
629.0 |
|
| R2 |
639.8 |
639.8 |
627.3 |
|
| R1 |
632.0 |
632.0 |
625.8 |
635.8 |
| PP |
622.5 |
622.5 |
622.5 |
624.5 |
| S1 |
614.8 |
614.8 |
622.5 |
618.5 |
| S2 |
605.3 |
605.3 |
621.0 |
|
| S3 |
587.8 |
597.3 |
619.5 |
|
| S4 |
570.5 |
580.0 |
614.8 |
|
|
| 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 |
644.9 |
602.4 |
42.5 |
6.8% |
19.3 |
3.1% |
51% |
False |
False |
155,913 |
| 10 |
664.6 |
602.4 |
62.2 |
10.0% |
17.0 |
2.7% |
35% |
False |
False |
142,893 |
| 20 |
671.5 |
602.4 |
69.1 |
11.1% |
17.5 |
2.8% |
32% |
False |
False |
150,417 |
| 40 |
671.5 |
584.3 |
87.2 |
14.0% |
18.8 |
3.0% |
46% |
False |
False |
154,133 |
| 60 |
676.0 |
584.3 |
91.7 |
14.7% |
19.0 |
3.0% |
44% |
False |
False |
123,748 |
| 80 |
737.0 |
584.3 |
152.7 |
24.5% |
20.0 |
3.2% |
26% |
False |
False |
92,887 |
| 100 |
742.0 |
584.3 |
157.7 |
25.3% |
17.5 |
2.8% |
25% |
False |
False |
74,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703.8 |
|
2.618 |
675.5 |
|
1.618 |
658.3 |
|
1.000 |
647.5 |
|
0.618 |
641.0 |
|
HIGH |
630.3 |
|
0.618 |
623.5 |
|
0.500 |
621.5 |
|
0.382 |
619.5 |
|
LOW |
613.0 |
|
0.618 |
602.3 |
|
1.000 |
595.5 |
|
1.618 |
585.0 |
|
2.618 |
567.5 |
|
4.250 |
539.5 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
623.3 |
621.5 |
| PP |
622.5 |
619.0 |
| S1 |
621.5 |
616.3 |
|