ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
656.0 |
655.4 |
-0.6 |
-0.1% |
649.5 |
| High |
661.2 |
661.2 |
0.0 |
0.0% |
667.5 |
| Low |
654.2 |
650.0 |
-4.2 |
-0.6% |
636.1 |
| Close |
656.9 |
653.8 |
-3.1 |
-0.5% |
647.2 |
| Range |
7.0 |
11.2 |
4.2 |
60.0% |
31.4 |
| ATR |
15.1 |
14.8 |
-0.3 |
-1.8% |
0.0 |
| Volume |
91 |
274 |
183 |
201.1% |
1,085 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688.5 |
682.5 |
660.0 |
|
| R3 |
677.5 |
671.3 |
657.0 |
|
| R2 |
666.3 |
666.3 |
655.8 |
|
| R1 |
660.0 |
660.0 |
654.8 |
657.5 |
| PP |
655.0 |
655.0 |
655.0 |
653.8 |
| S1 |
648.8 |
648.8 |
652.8 |
646.3 |
| S2 |
643.8 |
643.8 |
651.8 |
|
| S3 |
632.5 |
637.5 |
650.8 |
|
| S4 |
621.5 |
626.5 |
647.8 |
|
|
| 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 |
708.8 |
|
2.618 |
690.5 |
|
1.618 |
679.3 |
|
1.000 |
672.5 |
|
0.618 |
668.0 |
|
HIGH |
661.3 |
|
0.618 |
657.0 |
|
0.500 |
655.5 |
|
0.382 |
654.3 |
|
LOW |
650.0 |
|
0.618 |
643.0 |
|
1.000 |
638.8 |
|
1.618 |
632.0 |
|
2.618 |
620.8 |
|
4.250 |
602.5 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
655.5 |
652.5 |
| PP |
655.0 |
651.3 |
| S1 |
654.5 |
649.8 |
|