ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
651.1 |
660.2 |
9.1 |
1.4% |
649.5 |
| High |
660.0 |
660.2 |
0.2 |
0.0% |
667.5 |
| Low |
651.1 |
651.4 |
0.3 |
0.0% |
636.1 |
| Close |
659.8 |
651.9 |
-7.9 |
-1.2% |
647.2 |
| Range |
8.9 |
8.8 |
-0.1 |
-1.1% |
31.4 |
| ATR |
14.4 |
14.0 |
-0.4 |
-2.8% |
0.0 |
| Volume |
896 |
699 |
-197 |
-22.0% |
1,085 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.0 |
675.3 |
656.8 |
|
| R3 |
672.0 |
666.5 |
654.3 |
|
| R2 |
663.3 |
663.3 |
653.5 |
|
| R1 |
657.5 |
657.5 |
652.8 |
656.0 |
| PP |
654.5 |
654.5 |
654.5 |
653.8 |
| S1 |
648.8 |
648.8 |
651.0 |
647.3 |
| S2 |
645.8 |
645.8 |
650.3 |
|
| S3 |
637.0 |
640.0 |
649.5 |
|
| S4 |
628.0 |
631.3 |
647.0 |
|
|
| 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 |
697.5 |
|
2.618 |
683.3 |
|
1.618 |
674.5 |
|
1.000 |
669.0 |
|
0.618 |
665.8 |
|
HIGH |
660.3 |
|
0.618 |
656.8 |
|
0.500 |
655.8 |
|
0.382 |
654.8 |
|
LOW |
651.5 |
|
0.618 |
646.0 |
|
1.000 |
642.5 |
|
1.618 |
637.3 |
|
2.618 |
628.3 |
|
4.250 |
614.0 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
655.8 |
655.5 |
| PP |
654.5 |
654.3 |
| S1 |
653.3 |
653.3 |
|