ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
639.4 |
628.4 |
-11.0 |
-1.7% |
621.8 |
| High |
640.1 |
628.4 |
-11.7 |
-1.8% |
643.1 |
| Low |
622.4 |
604.8 |
-17.6 |
-2.8% |
604.8 |
| Close |
628.0 |
606.1 |
-21.9 |
-3.5% |
606.1 |
| Range |
17.7 |
23.6 |
5.9 |
33.3% |
38.3 |
| ATR |
14.2 |
14.9 |
0.7 |
4.7% |
0.0 |
| Volume |
170 |
183 |
13 |
7.6% |
2,515 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684.0 |
668.5 |
619.0 |
|
| R3 |
660.3 |
645.0 |
612.5 |
|
| R2 |
636.8 |
636.8 |
610.5 |
|
| R1 |
621.5 |
621.5 |
608.3 |
617.3 |
| PP |
613.0 |
613.0 |
613.0 |
611.0 |
| S1 |
597.8 |
597.8 |
604.0 |
593.8 |
| S2 |
589.5 |
589.5 |
601.8 |
|
| S3 |
566.0 |
574.3 |
599.5 |
|
| S4 |
542.3 |
550.5 |
593.0 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.0 |
707.8 |
627.3 |
|
| R3 |
694.5 |
669.5 |
616.8 |
|
| R2 |
656.3 |
656.3 |
613.0 |
|
| R1 |
631.3 |
631.3 |
609.5 |
624.5 |
| PP |
618.0 |
618.0 |
618.0 |
614.8 |
| S1 |
593.0 |
593.0 |
602.5 |
586.3 |
| S2 |
579.8 |
579.8 |
599.0 |
|
| S3 |
541.5 |
554.5 |
595.5 |
|
| S4 |
503.0 |
516.3 |
585.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728.8 |
|
2.618 |
690.3 |
|
1.618 |
666.5 |
|
1.000 |
652.0 |
|
0.618 |
643.0 |
|
HIGH |
628.5 |
|
0.618 |
619.5 |
|
0.500 |
616.5 |
|
0.382 |
613.8 |
|
LOW |
604.8 |
|
0.618 |
590.3 |
|
1.000 |
581.3 |
|
1.618 |
566.5 |
|
2.618 |
543.0 |
|
4.250 |
504.5 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
616.5 |
624.0 |
| PP |
613.0 |
618.0 |
| S1 |
609.5 |
612.0 |
|