ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
655.4 |
651.1 |
-4.3 |
-0.7% |
649.5 |
| High |
661.2 |
660.0 |
-1.2 |
-0.2% |
667.5 |
| Low |
650.0 |
651.1 |
1.1 |
0.2% |
636.1 |
| Close |
653.8 |
659.8 |
6.0 |
0.9% |
647.2 |
| Range |
11.2 |
8.9 |
-2.3 |
-20.5% |
31.4 |
| ATR |
14.8 |
14.4 |
-0.4 |
-2.9% |
0.0 |
| Volume |
274 |
896 |
622 |
227.0% |
1,085 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683.8 |
680.8 |
664.8 |
|
| R3 |
674.8 |
671.8 |
662.3 |
|
| R2 |
665.8 |
665.8 |
661.5 |
|
| R1 |
662.8 |
662.8 |
660.5 |
664.3 |
| PP |
657.0 |
657.0 |
657.0 |
657.8 |
| S1 |
654.0 |
654.0 |
659.0 |
655.5 |
| S2 |
648.0 |
648.0 |
658.3 |
|
| S3 |
639.3 |
645.0 |
657.3 |
|
| S4 |
630.3 |
636.3 |
655.0 |
|
|
| 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 |
697.8 |
|
2.618 |
683.3 |
|
1.618 |
674.5 |
|
1.000 |
669.0 |
|
0.618 |
665.5 |
|
HIGH |
660.0 |
|
0.618 |
656.5 |
|
0.500 |
655.5 |
|
0.382 |
654.5 |
|
LOW |
651.0 |
|
0.618 |
645.5 |
|
1.000 |
642.3 |
|
1.618 |
636.8 |
|
2.618 |
627.8 |
|
4.250 |
613.3 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
658.5 |
658.5 |
| PP |
657.0 |
657.0 |
| S1 |
655.5 |
655.5 |
|