ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
639.2 |
656.0 |
16.8 |
2.6% |
649.5 |
| High |
651.1 |
661.2 |
10.1 |
1.6% |
667.5 |
| Low |
638.4 |
654.2 |
15.8 |
2.5% |
636.1 |
| Close |
647.2 |
656.9 |
9.7 |
1.5% |
647.2 |
| Range |
12.7 |
7.0 |
-5.7 |
-44.9% |
31.4 |
| ATR |
15.2 |
15.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
529 |
91 |
-438 |
-82.8% |
1,085 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678.5 |
674.8 |
660.8 |
|
| R3 |
671.5 |
667.8 |
658.8 |
|
| R2 |
664.5 |
664.5 |
658.3 |
|
| R1 |
660.8 |
660.8 |
657.5 |
662.5 |
| PP |
657.5 |
657.5 |
657.5 |
658.5 |
| S1 |
653.8 |
653.8 |
656.3 |
655.5 |
| S2 |
650.5 |
650.5 |
655.5 |
|
| S3 |
643.5 |
646.8 |
655.0 |
|
| S4 |
636.5 |
639.8 |
653.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.5 |
727.3 |
664.5 |
|
| R3 |
713.0 |
695.8 |
655.8 |
|
| R2 |
681.8 |
681.8 |
653.0 |
|
| R1 |
664.5 |
664.5 |
650.0 |
657.3 |
| PP |
650.3 |
650.3 |
650.3 |
646.8 |
| S1 |
633.0 |
633.0 |
644.3 |
626.0 |
| S2 |
618.8 |
618.8 |
641.5 |
|
| S3 |
587.5 |
601.8 |
638.5 |
|
| S4 |
556.0 |
570.3 |
630.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691.0 |
|
2.618 |
679.5 |
|
1.618 |
672.5 |
|
1.000 |
668.3 |
|
0.618 |
665.5 |
|
HIGH |
661.3 |
|
0.618 |
658.5 |
|
0.500 |
657.8 |
|
0.382 |
656.8 |
|
LOW |
654.3 |
|
0.618 |
649.8 |
|
1.000 |
647.3 |
|
1.618 |
642.8 |
|
2.618 |
635.8 |
|
4.250 |
624.5 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
657.8 |
654.3 |
| PP |
657.5 |
651.5 |
| S1 |
657.3 |
648.8 |
|