ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
608.2 |
630.2 |
22.0 |
3.6% |
605.9 |
| High |
631.5 |
646.7 |
15.2 |
2.4% |
646.7 |
| Low |
608.2 |
627.5 |
19.3 |
3.2% |
598.1 |
| Close |
630.0 |
647.3 |
17.3 |
2.7% |
647.3 |
| Range |
23.3 |
19.2 |
-4.1 |
-17.6% |
48.6 |
| ATR |
15.7 |
16.0 |
0.2 |
1.6% |
0.0 |
| Volume |
102 |
346 |
244 |
239.2% |
1,351 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.0 |
692.0 |
657.8 |
|
| R3 |
679.0 |
672.8 |
652.5 |
|
| R2 |
659.8 |
659.8 |
650.8 |
|
| R1 |
653.5 |
653.5 |
649.0 |
656.5 |
| PP |
640.5 |
640.5 |
640.5 |
642.0 |
| S1 |
634.3 |
634.3 |
645.5 |
637.5 |
| S2 |
621.3 |
621.3 |
643.8 |
|
| S3 |
602.0 |
615.0 |
642.0 |
|
| S4 |
583.0 |
596.0 |
636.8 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.5 |
760.5 |
674.0 |
|
| R3 |
728.0 |
712.0 |
660.8 |
|
| R2 |
679.3 |
679.3 |
656.3 |
|
| R1 |
663.3 |
663.3 |
651.8 |
671.3 |
| PP |
630.8 |
630.8 |
630.8 |
634.8 |
| S1 |
614.8 |
614.8 |
642.8 |
622.8 |
| S2 |
582.0 |
582.0 |
638.5 |
|
| S3 |
533.5 |
566.0 |
634.0 |
|
| S4 |
485.0 |
517.5 |
620.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728.3 |
|
2.618 |
697.0 |
|
1.618 |
677.8 |
|
1.000 |
666.0 |
|
0.618 |
658.5 |
|
HIGH |
646.8 |
|
0.618 |
639.3 |
|
0.500 |
637.0 |
|
0.382 |
634.8 |
|
LOW |
627.5 |
|
0.618 |
615.8 |
|
1.000 |
608.3 |
|
1.618 |
596.5 |
|
2.618 |
577.3 |
|
4.250 |
546.0 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
644.0 |
640.8 |
| PP |
640.5 |
634.0 |
| S1 |
637.0 |
627.5 |
|