ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
651.5 |
648.3 |
-3.2 |
-0.5% |
643.1 |
| High |
655.3 |
654.7 |
-0.6 |
-0.1% |
646.0 |
| Low |
646.7 |
642.4 |
-4.3 |
-0.7% |
626.6 |
| Close |
650.0 |
653.5 |
3.5 |
0.5% |
636.0 |
| Range |
8.6 |
12.3 |
3.7 |
43.0% |
19.4 |
| ATR |
16.0 |
15.8 |
-0.3 |
-1.7% |
0.0 |
| Volume |
78,026 |
66,875 |
-11,151 |
-14.3% |
582,894 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.0 |
682.5 |
660.3 |
|
| R3 |
674.8 |
670.3 |
657.0 |
|
| R2 |
662.5 |
662.5 |
655.8 |
|
| R1 |
658.0 |
658.0 |
654.8 |
660.3 |
| PP |
650.3 |
650.3 |
650.3 |
651.3 |
| S1 |
645.8 |
645.8 |
652.3 |
648.0 |
| S2 |
638.0 |
638.0 |
651.3 |
|
| S3 |
625.5 |
633.5 |
650.0 |
|
| S4 |
613.3 |
621.0 |
646.8 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.5 |
684.5 |
646.8 |
|
| R3 |
675.0 |
665.3 |
641.3 |
|
| R2 |
655.5 |
655.5 |
639.5 |
|
| R1 |
645.8 |
645.8 |
637.8 |
641.0 |
| PP |
636.3 |
636.3 |
636.3 |
633.8 |
| S1 |
626.5 |
626.5 |
634.3 |
621.5 |
| S2 |
616.8 |
616.8 |
632.5 |
|
| S3 |
597.5 |
607.0 |
630.8 |
|
| S4 |
578.0 |
587.5 |
625.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655.3 |
629.3 |
26.0 |
4.0% |
12.0 |
1.8% |
93% |
False |
False |
105,726 |
| 10 |
655.3 |
603.7 |
51.6 |
7.9% |
14.0 |
2.1% |
97% |
False |
False |
127,189 |
| 20 |
655.3 |
586.4 |
68.9 |
10.5% |
15.8 |
2.4% |
97% |
False |
False |
141,348 |
| 40 |
671.5 |
586.4 |
85.1 |
13.0% |
16.8 |
2.5% |
79% |
False |
False |
145,882 |
| 60 |
671.5 |
584.3 |
87.2 |
13.3% |
17.8 |
2.7% |
79% |
False |
False |
149,871 |
| 80 |
676.0 |
584.3 |
91.7 |
14.0% |
18.0 |
2.8% |
75% |
False |
False |
128,148 |
| 100 |
737.0 |
584.3 |
152.7 |
23.4% |
19.0 |
2.9% |
45% |
False |
False |
102,579 |
| 120 |
742.0 |
584.3 |
157.7 |
24.1% |
17.3 |
2.6% |
44% |
False |
False |
85,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707.0 |
|
2.618 |
687.0 |
|
1.618 |
674.5 |
|
1.000 |
667.0 |
|
0.618 |
662.3 |
|
HIGH |
654.8 |
|
0.618 |
650.0 |
|
0.500 |
648.5 |
|
0.382 |
647.0 |
|
LOW |
642.5 |
|
0.618 |
634.8 |
|
1.000 |
630.0 |
|
1.618 |
622.5 |
|
2.618 |
610.3 |
|
4.250 |
590.0 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
651.8 |
651.3 |
| PP |
650.3 |
648.8 |
| S1 |
648.5 |
646.5 |
|