ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
610.6 |
610.7 |
0.1 |
0.0% |
608.7 |
| High |
613.0 |
617.9 |
4.9 |
0.8% |
633.0 |
| Low |
599.9 |
600.6 |
0.7 |
0.1% |
599.9 |
| Close |
610.6 |
601.9 |
-8.7 |
-1.4% |
610.6 |
| Range |
13.1 |
17.3 |
4.2 |
32.1% |
33.1 |
| ATR |
17.6 |
17.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
136,443 |
130,540 |
-5,903 |
-4.3% |
740,853 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658.8 |
647.5 |
611.5 |
|
| R3 |
641.5 |
630.3 |
606.8 |
|
| R2 |
624.0 |
624.0 |
605.0 |
|
| R1 |
613.0 |
613.0 |
603.5 |
610.0 |
| PP |
606.8 |
606.8 |
606.8 |
605.3 |
| S1 |
595.8 |
595.8 |
600.3 |
592.5 |
| S2 |
589.5 |
589.5 |
598.8 |
|
| S3 |
572.3 |
578.5 |
597.3 |
|
| S4 |
555.0 |
561.0 |
592.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713.8 |
695.3 |
628.8 |
|
| R3 |
680.8 |
662.3 |
619.8 |
|
| R2 |
647.5 |
647.5 |
616.8 |
|
| R1 |
629.0 |
629.0 |
613.8 |
638.3 |
| PP |
614.5 |
614.5 |
614.5 |
619.0 |
| S1 |
596.0 |
596.0 |
607.5 |
605.3 |
| S2 |
581.5 |
581.5 |
604.5 |
|
| S3 |
548.3 |
563.0 |
601.5 |
|
| S4 |
515.3 |
529.8 |
592.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633.0 |
599.9 |
33.1 |
5.5% |
16.8 |
2.8% |
6% |
False |
False |
146,494 |
| 10 |
659.0 |
599.9 |
59.1 |
9.8% |
18.0 |
3.0% |
3% |
False |
False |
153,104 |
| 20 |
671.5 |
599.9 |
71.6 |
11.9% |
16.8 |
2.8% |
3% |
False |
False |
146,179 |
| 40 |
671.5 |
584.3 |
87.2 |
14.5% |
18.5 |
3.1% |
20% |
False |
False |
153,244 |
| 60 |
676.0 |
584.3 |
91.7 |
15.2% |
18.5 |
3.1% |
19% |
False |
False |
133,499 |
| 80 |
727.3 |
584.3 |
143.0 |
23.8% |
20.0 |
3.3% |
12% |
False |
False |
100,227 |
| 100 |
742.0 |
584.3 |
157.7 |
26.2% |
18.0 |
3.0% |
11% |
False |
False |
80,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691.5 |
|
2.618 |
663.3 |
|
1.618 |
646.0 |
|
1.000 |
635.3 |
|
0.618 |
628.5 |
|
HIGH |
618.0 |
|
0.618 |
611.3 |
|
0.500 |
609.3 |
|
0.382 |
607.3 |
|
LOW |
600.5 |
|
0.618 |
590.0 |
|
1.000 |
583.3 |
|
1.618 |
572.5 |
|
2.618 |
555.3 |
|
4.250 |
527.0 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
609.3 |
614.5 |
| PP |
606.8 |
610.3 |
| S1 |
604.3 |
606.0 |
|