ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
647.3 |
650.4 |
3.1 |
0.5% |
656.0 |
| High |
656.9 |
650.4 |
-6.5 |
-1.0% |
661.2 |
| Low |
647.2 |
637.7 |
-9.5 |
-1.5% |
634.8 |
| Close |
656.1 |
642.9 |
-13.2 |
-2.0% |
647.5 |
| Range |
9.7 |
12.7 |
3.0 |
30.9% |
26.4 |
| ATR |
14.1 |
14.4 |
0.3 |
2.2% |
0.0 |
| Volume |
0 |
104 |
104 |
|
2,228 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.8 |
675.0 |
650.0 |
|
| R3 |
669.0 |
662.3 |
646.5 |
|
| R2 |
656.3 |
656.3 |
645.3 |
|
| R1 |
649.8 |
649.8 |
644.0 |
646.8 |
| PP |
643.8 |
643.8 |
643.8 |
642.3 |
| S1 |
637.0 |
637.0 |
641.8 |
634.0 |
| S2 |
631.0 |
631.0 |
640.5 |
|
| S3 |
618.3 |
624.3 |
639.5 |
|
| S4 |
605.5 |
611.5 |
636.0 |
|
|
| 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 |
704.5 |
|
2.618 |
683.8 |
|
1.618 |
671.0 |
|
1.000 |
663.0 |
|
0.618 |
658.3 |
|
HIGH |
650.5 |
|
0.618 |
645.5 |
|
0.500 |
644.0 |
|
0.382 |
642.5 |
|
LOW |
637.8 |
|
0.618 |
629.8 |
|
1.000 |
625.0 |
|
1.618 |
617.3 |
|
2.618 |
604.5 |
|
4.250 |
583.8 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
644.0 |
645.8 |
| PP |
643.8 |
644.8 |
| S1 |
643.3 |
644.0 |
|