ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
624.6 |
621.4 |
-3.2 |
-0.5% |
651.0 |
| High |
633.0 |
628.9 |
-4.1 |
-0.6% |
659.9 |
| Low |
618.0 |
608.0 |
-10.0 |
-1.6% |
605.9 |
| Close |
621.7 |
609.9 |
-11.8 |
-1.9% |
608.6 |
| Range |
15.0 |
20.9 |
5.9 |
39.3% |
54.0 |
| ATR |
17.7 |
18.0 |
0.2 |
1.3% |
0.0 |
| Volume |
135,748 |
185,464 |
49,716 |
36.6% |
750,764 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678.3 |
665.0 |
621.5 |
|
| R3 |
657.5 |
644.0 |
615.8 |
|
| R2 |
636.5 |
636.5 |
613.8 |
|
| R1 |
623.3 |
623.3 |
611.8 |
619.5 |
| PP |
615.5 |
615.5 |
615.5 |
613.8 |
| S1 |
602.3 |
602.3 |
608.0 |
598.5 |
| S2 |
594.8 |
594.8 |
606.0 |
|
| S3 |
573.8 |
581.5 |
604.3 |
|
| S4 |
553.0 |
560.5 |
598.5 |
|
|
| 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 |
633.0 |
602.4 |
30.6 |
5.0% |
16.5 |
2.7% |
25% |
False |
False |
147,606 |
| 10 |
659.9 |
602.4 |
57.5 |
9.4% |
18.3 |
3.0% |
13% |
False |
False |
152,672 |
| 20 |
671.5 |
602.4 |
69.1 |
11.3% |
17.0 |
2.8% |
11% |
False |
False |
150,737 |
| 40 |
671.5 |
584.3 |
87.2 |
14.3% |
18.5 |
3.0% |
29% |
False |
False |
154,659 |
| 60 |
676.0 |
584.3 |
91.7 |
15.0% |
18.8 |
3.1% |
28% |
False |
False |
129,072 |
| 80 |
737.0 |
584.3 |
152.7 |
25.0% |
20.0 |
3.3% |
17% |
False |
False |
96,897 |
| 100 |
742.0 |
584.3 |
157.7 |
25.9% |
17.8 |
2.9% |
16% |
False |
False |
77,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
717.8 |
|
2.618 |
683.5 |
|
1.618 |
662.8 |
|
1.000 |
649.8 |
|
0.618 |
641.8 |
|
HIGH |
629.0 |
|
0.618 |
621.0 |
|
0.500 |
618.5 |
|
0.382 |
616.0 |
|
LOW |
608.0 |
|
0.618 |
595.0 |
|
1.000 |
587.0 |
|
1.618 |
574.3 |
|
2.618 |
553.3 |
|
4.250 |
519.3 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
618.5 |
620.5 |
| PP |
615.5 |
617.0 |
| S1 |
612.8 |
613.5 |
|