ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
603.8 |
623.7 |
19.9 |
3.3% |
610.7 |
| High |
626.2 |
632.7 |
6.5 |
1.0% |
617.9 |
| Low |
603.7 |
620.4 |
16.7 |
2.8% |
586.4 |
| Close |
623.9 |
631.8 |
7.9 |
1.3% |
617.0 |
| Range |
22.5 |
12.3 |
-10.2 |
-45.3% |
31.5 |
| ATR |
18.3 |
17.9 |
-0.4 |
-2.3% |
0.0 |
| Volume |
172,368 |
123,069 |
-49,299 |
-28.6% |
798,917 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665.3 |
660.8 |
638.5 |
|
| R3 |
653.0 |
648.5 |
635.3 |
|
| R2 |
640.5 |
640.5 |
634.0 |
|
| R1 |
636.3 |
636.3 |
633.0 |
638.5 |
| PP |
628.3 |
628.3 |
628.3 |
629.5 |
| S1 |
624.0 |
624.0 |
630.8 |
626.0 |
| S2 |
616.0 |
616.0 |
629.5 |
|
| S3 |
603.8 |
611.5 |
628.5 |
|
| S4 |
591.5 |
599.3 |
625.0 |
|
|
| 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 |
632.7 |
594.0 |
38.7 |
6.1% |
19.0 |
3.0% |
98% |
True |
False |
154,345 |
| 10 |
632.7 |
586.4 |
46.3 |
7.3% |
17.5 |
2.8% |
98% |
True |
False |
152,930 |
| 20 |
659.9 |
586.4 |
73.5 |
11.6% |
17.8 |
2.8% |
62% |
False |
False |
152,801 |
| 40 |
671.5 |
586.4 |
85.1 |
13.5% |
17.8 |
2.8% |
53% |
False |
False |
151,483 |
| 60 |
676.0 |
584.3 |
91.7 |
14.5% |
18.3 |
2.9% |
52% |
False |
False |
153,953 |
| 80 |
717.0 |
584.3 |
132.7 |
21.0% |
19.0 |
3.0% |
36% |
False |
False |
115,982 |
| 100 |
742.0 |
584.3 |
157.7 |
25.0% |
18.8 |
3.0% |
30% |
False |
False |
92,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.0 |
|
2.618 |
665.0 |
|
1.618 |
652.5 |
|
1.000 |
645.0 |
|
0.618 |
640.3 |
|
HIGH |
632.8 |
|
0.618 |
628.0 |
|
0.500 |
626.5 |
|
0.382 |
625.0 |
|
LOW |
620.5 |
|
0.618 |
612.8 |
|
1.000 |
608.0 |
|
1.618 |
600.5 |
|
2.618 |
588.3 |
|
4.250 |
568.0 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
630.0 |
625.8 |
| PP |
628.3 |
619.8 |
| S1 |
626.5 |
613.8 |
|