ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
592.8 |
595.0 |
2.2 |
0.4% |
638.7 |
| High |
592.8 |
606.3 |
13.5 |
2.3% |
645.8 |
| Low |
592.8 |
584.0 |
-8.8 |
-1.5% |
588.0 |
| Close |
592.8 |
587.4 |
-5.4 |
-0.9% |
592.8 |
| Range |
0.0 |
22.3 |
22.3 |
|
57.8 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659.5 |
645.8 |
599.8 |
|
| R3 |
637.3 |
623.5 |
593.5 |
|
| R2 |
614.8 |
614.8 |
591.5 |
|
| R1 |
601.3 |
601.3 |
589.5 |
596.8 |
| PP |
592.5 |
592.5 |
592.5 |
590.5 |
| S1 |
578.8 |
578.8 |
585.3 |
574.5 |
| S2 |
570.3 |
570.3 |
583.3 |
|
| S3 |
548.0 |
556.5 |
581.3 |
|
| S4 |
525.8 |
534.3 |
575.3 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782.3 |
745.3 |
624.5 |
|
| R3 |
724.5 |
687.5 |
608.8 |
|
| R2 |
666.8 |
666.8 |
603.5 |
|
| R1 |
629.8 |
629.8 |
598.0 |
619.3 |
| PP |
608.8 |
608.8 |
608.8 |
603.8 |
| S1 |
572.0 |
572.0 |
587.5 |
561.5 |
| S2 |
551.0 |
551.0 |
582.3 |
|
| S3 |
493.3 |
514.3 |
577.0 |
|
| S4 |
435.5 |
456.3 |
561.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701.0 |
|
2.618 |
664.8 |
|
1.618 |
642.5 |
|
1.000 |
628.5 |
|
0.618 |
620.0 |
|
HIGH |
606.3 |
|
0.618 |
597.8 |
|
0.500 |
595.3 |
|
0.382 |
592.5 |
|
LOW |
584.0 |
|
0.618 |
570.3 |
|
1.000 |
561.8 |
|
1.618 |
548.0 |
|
2.618 |
525.5 |
|
4.250 |
489.3 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
595.3 |
596.8 |
| PP |
592.5 |
593.8 |
| S1 |
590.0 |
590.5 |
|