ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
660.2 |
654.4 |
-5.8 |
-0.9% |
656.0 |
| High |
660.2 |
654.4 |
-5.8 |
-0.9% |
661.2 |
| Low |
651.4 |
634.8 |
-16.6 |
-2.5% |
634.8 |
| Close |
651.9 |
647.5 |
-4.4 |
-0.7% |
647.5 |
| Range |
8.8 |
19.6 |
10.8 |
122.7% |
26.4 |
| ATR |
14.0 |
14.4 |
0.4 |
2.9% |
0.0 |
| Volume |
699 |
268 |
-431 |
-61.7% |
2,228 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.3 |
695.5 |
658.3 |
|
| R3 |
684.8 |
676.0 |
653.0 |
|
| R2 |
665.3 |
665.3 |
651.0 |
|
| R1 |
656.3 |
656.3 |
649.3 |
651.0 |
| PP |
645.5 |
645.5 |
645.5 |
643.0 |
| S1 |
636.8 |
636.8 |
645.8 |
631.3 |
| S2 |
626.0 |
626.0 |
644.0 |
|
| S3 |
606.3 |
617.3 |
642.0 |
|
| S4 |
586.8 |
597.5 |
636.8 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.0 |
713.8 |
662.0 |
|
| R3 |
700.8 |
687.3 |
654.8 |
|
| R2 |
674.3 |
674.3 |
652.3 |
|
| R1 |
660.8 |
660.8 |
650.0 |
654.3 |
| PP |
647.8 |
647.8 |
647.8 |
644.5 |
| S1 |
634.5 |
634.5 |
645.0 |
628.0 |
| S2 |
621.5 |
621.5 |
642.8 |
|
| S3 |
595.0 |
608.0 |
640.3 |
|
| S4 |
568.8 |
581.8 |
633.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737.8 |
|
2.618 |
705.8 |
|
1.618 |
686.0 |
|
1.000 |
674.0 |
|
0.618 |
666.5 |
|
HIGH |
654.5 |
|
0.618 |
647.0 |
|
0.500 |
644.5 |
|
0.382 |
642.3 |
|
LOW |
634.8 |
|
0.618 |
622.8 |
|
1.000 |
615.3 |
|
1.618 |
603.0 |
|
2.618 |
583.5 |
|
4.250 |
551.5 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
646.5 |
647.5 |
| PP |
645.5 |
647.5 |
| S1 |
644.5 |
647.5 |
|