ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
608.5 |
615.0 |
6.5 |
1.1% |
592.8 |
| High |
617.4 |
625.4 |
8.0 |
1.3% |
625.4 |
| Low |
608.3 |
614.5 |
6.2 |
1.0% |
582.6 |
| Close |
617.0 |
623.4 |
6.4 |
1.0% |
623.4 |
| Range |
9.1 |
10.9 |
1.8 |
19.8% |
42.8 |
| ATR |
0.0 |
13.8 |
13.8 |
|
0.0 |
| Volume |
325 |
833 |
508 |
156.3% |
6,044 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653.8 |
649.5 |
629.5 |
|
| R3 |
643.0 |
638.5 |
626.5 |
|
| R2 |
632.0 |
632.0 |
625.5 |
|
| R1 |
627.8 |
627.8 |
624.5 |
629.8 |
| PP |
621.0 |
621.0 |
621.0 |
622.3 |
| S1 |
616.8 |
616.8 |
622.5 |
619.0 |
| S2 |
610.3 |
610.3 |
621.5 |
|
| S3 |
599.3 |
606.0 |
620.5 |
|
| S4 |
588.5 |
595.0 |
617.5 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.8 |
724.0 |
647.0 |
|
| R3 |
696.0 |
681.3 |
635.3 |
|
| R2 |
653.3 |
653.3 |
631.3 |
|
| R1 |
638.3 |
638.3 |
627.3 |
645.8 |
| PP |
610.5 |
610.5 |
610.5 |
614.3 |
| S1 |
595.5 |
595.5 |
619.5 |
603.0 |
| S2 |
567.8 |
567.8 |
615.5 |
|
| S3 |
524.8 |
552.8 |
611.8 |
|
| S4 |
482.0 |
510.0 |
599.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
671.8 |
|
2.618 |
654.0 |
|
1.618 |
643.0 |
|
1.000 |
636.3 |
|
0.618 |
632.3 |
|
HIGH |
625.5 |
|
0.618 |
621.3 |
|
0.500 |
620.0 |
|
0.382 |
618.8 |
|
LOW |
614.5 |
|
0.618 |
607.8 |
|
1.000 |
603.5 |
|
1.618 |
596.8 |
|
2.618 |
586.0 |
|
4.250 |
568.3 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
622.3 |
617.0 |
| PP |
621.0 |
610.5 |
| S1 |
620.0 |
604.0 |
|