ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
595.0 |
585.0 |
-10.0 |
-1.7% |
638.7 |
| High |
606.3 |
610.3 |
4.0 |
0.7% |
645.8 |
| Low |
584.0 |
582.6 |
-1.4 |
-0.2% |
588.0 |
| Close |
587.4 |
609.9 |
22.5 |
3.8% |
592.8 |
| Range |
22.3 |
27.7 |
5.4 |
24.2% |
57.8 |
| ATR |
|
|
|
|
|
| Volume |
0 |
4,886 |
4,886 |
|
2,656 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684.0 |
674.8 |
625.3 |
|
| R3 |
656.3 |
647.0 |
617.5 |
|
| R2 |
628.8 |
628.8 |
615.0 |
|
| R1 |
619.3 |
619.3 |
612.5 |
624.0 |
| PP |
601.0 |
601.0 |
601.0 |
603.3 |
| S1 |
591.5 |
591.5 |
607.3 |
596.3 |
| S2 |
573.3 |
573.3 |
604.8 |
|
| S3 |
545.5 |
563.8 |
602.3 |
|
| S4 |
517.8 |
536.3 |
594.8 |
|
|
| 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 |
728.0 |
|
2.618 |
682.8 |
|
1.618 |
655.0 |
|
1.000 |
638.0 |
|
0.618 |
627.5 |
|
HIGH |
610.3 |
|
0.618 |
599.8 |
|
0.500 |
596.5 |
|
0.382 |
593.3 |
|
LOW |
582.5 |
|
0.618 |
565.5 |
|
1.000 |
555.0 |
|
1.618 |
537.8 |
|
2.618 |
510.0 |
|
4.250 |
465.0 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
605.5 |
605.5 |
| PP |
601.0 |
601.0 |
| S1 |
596.5 |
596.5 |
|