ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
601.3 |
603.8 |
2.5 |
0.4% |
610.7 |
| High |
608.0 |
626.2 |
18.2 |
3.0% |
617.9 |
| Low |
594.8 |
603.7 |
8.9 |
1.5% |
586.4 |
| Close |
601.6 |
623.9 |
22.3 |
3.7% |
617.0 |
| Range |
13.2 |
22.5 |
9.3 |
70.5% |
31.5 |
| ATR |
17.8 |
18.3 |
0.5 |
2.7% |
0.0 |
| Volume |
178,551 |
172,368 |
-6,183 |
-3.5% |
798,917 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.5 |
677.3 |
636.3 |
|
| R3 |
663.0 |
654.8 |
630.0 |
|
| R2 |
640.5 |
640.5 |
628.0 |
|
| R1 |
632.3 |
632.3 |
626.0 |
636.3 |
| PP |
618.0 |
618.0 |
618.0 |
620.0 |
| S1 |
609.8 |
609.8 |
621.8 |
613.8 |
| S2 |
595.5 |
595.5 |
619.8 |
|
| S3 |
573.0 |
587.3 |
617.8 |
|
| S4 |
550.5 |
564.8 |
611.5 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.5 |
690.8 |
634.3 |
|
| R3 |
670.0 |
659.3 |
625.8 |
|
| R2 |
638.5 |
638.5 |
622.8 |
|
| R1 |
627.8 |
627.8 |
620.0 |
633.3 |
| PP |
607.0 |
607.0 |
607.0 |
609.8 |
| S1 |
596.3 |
596.3 |
614.0 |
601.8 |
| S2 |
575.5 |
575.5 |
611.3 |
|
| S3 |
544.0 |
564.8 |
608.3 |
|
| S4 |
512.5 |
533.3 |
599.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
626.2 |
594.0 |
32.2 |
5.2% |
19.5 |
3.1% |
93% |
True |
False |
159,976 |
| 10 |
628.9 |
586.4 |
42.5 |
6.8% |
18.3 |
2.9% |
88% |
False |
False |
159,170 |
| 20 |
664.6 |
586.4 |
78.2 |
12.5% |
17.8 |
2.9% |
48% |
False |
False |
151,971 |
| 40 |
671.5 |
586.4 |
85.1 |
13.6% |
17.8 |
2.9% |
44% |
False |
False |
153,015 |
| 60 |
676.0 |
584.3 |
91.7 |
14.7% |
18.5 |
2.9% |
43% |
False |
False |
152,334 |
| 80 |
717.0 |
584.3 |
132.7 |
21.3% |
19.3 |
3.1% |
30% |
False |
False |
114,448 |
| 100 |
742.0 |
584.3 |
157.7 |
25.3% |
18.8 |
3.0% |
25% |
False |
False |
91,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721.8 |
|
2.618 |
685.0 |
|
1.618 |
662.5 |
|
1.000 |
648.8 |
|
0.618 |
640.0 |
|
HIGH |
626.3 |
|
0.618 |
617.5 |
|
0.500 |
615.0 |
|
0.382 |
612.3 |
|
LOW |
603.8 |
|
0.618 |
589.8 |
|
1.000 |
581.3 |
|
1.618 |
567.3 |
|
2.618 |
544.8 |
|
4.250 |
508.0 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
621.0 |
619.5 |
| PP |
618.0 |
615.0 |
| S1 |
615.0 |
610.5 |
|