ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
621.8 |
624.3 |
2.5 |
0.4% |
592.8 |
| High |
625.2 |
642.7 |
17.5 |
2.8% |
625.4 |
| Low |
612.8 |
624.3 |
11.5 |
1.9% |
582.6 |
| Close |
619.9 |
636.1 |
16.2 |
2.6% |
623.4 |
| Range |
12.4 |
18.4 |
6.0 |
48.4% |
42.8 |
| ATR |
13.7 |
14.3 |
0.7 |
4.8% |
0.0 |
| Volume |
1,681 |
195 |
-1,486 |
-88.4% |
6,044 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689.5 |
681.3 |
646.3 |
|
| R3 |
671.3 |
662.8 |
641.3 |
|
| R2 |
652.8 |
652.8 |
639.5 |
|
| R1 |
644.5 |
644.5 |
637.8 |
648.5 |
| PP |
634.3 |
634.3 |
634.3 |
636.5 |
| S1 |
626.0 |
626.0 |
634.5 |
630.3 |
| S2 |
616.0 |
616.0 |
632.8 |
|
| S3 |
597.5 |
607.8 |
631.0 |
|
| S4 |
579.3 |
589.3 |
626.0 |
|
|
| 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 |
721.0 |
|
2.618 |
690.8 |
|
1.618 |
672.5 |
|
1.000 |
661.0 |
|
0.618 |
654.0 |
|
HIGH |
642.8 |
|
0.618 |
635.8 |
|
0.500 |
633.5 |
|
0.382 |
631.3 |
|
LOW |
624.3 |
|
0.618 |
613.0 |
|
1.000 |
606.0 |
|
1.618 |
594.5 |
|
2.618 |
576.3 |
|
4.250 |
546.0 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
635.3 |
633.3 |
| PP |
634.3 |
630.5 |
| S1 |
633.5 |
627.8 |
|