ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
615.0 |
621.8 |
6.8 |
1.1% |
592.8 |
| High |
625.4 |
625.2 |
-0.2 |
0.0% |
625.4 |
| Low |
614.5 |
612.8 |
-1.7 |
-0.3% |
582.6 |
| Close |
623.4 |
619.9 |
-3.5 |
-0.6% |
623.4 |
| Range |
10.9 |
12.4 |
1.5 |
13.8% |
42.8 |
| ATR |
13.8 |
13.7 |
-0.1 |
-0.7% |
0.0 |
| Volume |
833 |
1,681 |
848 |
101.8% |
6,044 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.5 |
650.5 |
626.8 |
|
| R3 |
644.0 |
638.3 |
623.3 |
|
| R2 |
631.8 |
631.8 |
622.3 |
|
| R1 |
625.8 |
625.8 |
621.0 |
622.5 |
| PP |
619.3 |
619.3 |
619.3 |
617.8 |
| S1 |
613.5 |
613.5 |
618.8 |
610.3 |
| S2 |
607.0 |
607.0 |
617.8 |
|
| S3 |
594.5 |
601.0 |
616.5 |
|
| S4 |
582.0 |
588.5 |
613.0 |
|
|
| 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 |
678.0 |
|
2.618 |
657.8 |
|
1.618 |
645.3 |
|
1.000 |
637.5 |
|
0.618 |
632.8 |
|
HIGH |
625.3 |
|
0.618 |
620.5 |
|
0.500 |
619.0 |
|
0.382 |
617.5 |
|
LOW |
612.8 |
|
0.618 |
605.3 |
|
1.000 |
600.5 |
|
1.618 |
592.8 |
|
2.618 |
580.3 |
|
4.250 |
560.0 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
619.5 |
619.0 |
| PP |
619.3 |
617.8 |
| S1 |
619.0 |
616.8 |
|