ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
605.9 |
604.7 |
-1.2 |
-0.2% |
621.8 |
| High |
610.7 |
621.2 |
10.5 |
1.7% |
643.1 |
| Low |
598.1 |
599.4 |
1.3 |
0.2% |
604.8 |
| Close |
607.2 |
620.2 |
13.0 |
2.1% |
606.1 |
| Range |
12.6 |
21.8 |
9.2 |
73.0% |
38.3 |
| ATR |
14.7 |
15.2 |
0.5 |
3.4% |
0.0 |
| Volume |
462 |
179 |
-283 |
-61.3% |
2,515 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679.0 |
671.5 |
632.3 |
|
| R3 |
657.3 |
649.5 |
626.3 |
|
| R2 |
635.5 |
635.5 |
624.3 |
|
| R1 |
627.8 |
627.8 |
622.3 |
631.5 |
| PP |
613.5 |
613.5 |
613.5 |
615.5 |
| S1 |
606.0 |
606.0 |
618.3 |
609.8 |
| S2 |
591.8 |
591.8 |
616.3 |
|
| S3 |
570.0 |
584.3 |
614.3 |
|
| S4 |
548.3 |
562.5 |
608.3 |
|
|
| 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 |
713.8 |
|
2.618 |
678.3 |
|
1.618 |
656.5 |
|
1.000 |
643.0 |
|
0.618 |
634.8 |
|
HIGH |
621.3 |
|
0.618 |
612.8 |
|
0.500 |
610.3 |
|
0.382 |
607.8 |
|
LOW |
599.5 |
|
0.618 |
586.0 |
|
1.000 |
577.5 |
|
1.618 |
564.3 |
|
2.618 |
542.3 |
|
4.250 |
506.8 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
617.0 |
618.0 |
| PP |
613.5 |
615.5 |
| S1 |
610.3 |
613.3 |
|