ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
650.4 |
637.0 |
-13.4 |
-2.1% |
656.0 |
| High |
650.4 |
637.0 |
-13.4 |
-2.1% |
661.2 |
| Low |
637.7 |
608.6 |
-29.1 |
-4.6% |
634.8 |
| Close |
642.9 |
614.9 |
-28.0 |
-4.4% |
647.5 |
| Range |
12.7 |
28.4 |
15.7 |
123.6% |
26.4 |
| ATR |
14.4 |
15.8 |
1.4 |
9.9% |
0.0 |
| Volume |
104 |
70 |
-34 |
-32.7% |
2,228 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.3 |
688.5 |
630.5 |
|
| R3 |
677.0 |
660.3 |
622.8 |
|
| R2 |
648.5 |
648.5 |
620.0 |
|
| R1 |
631.8 |
631.8 |
617.5 |
626.0 |
| PP |
620.3 |
620.3 |
620.3 |
617.3 |
| S1 |
603.3 |
603.3 |
612.3 |
597.5 |
| S2 |
591.8 |
591.8 |
609.8 |
|
| S3 |
563.3 |
575.0 |
607.0 |
|
| S4 |
535.0 |
546.5 |
599.3 |
|
|
| 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 |
757.8 |
|
2.618 |
711.3 |
|
1.618 |
683.0 |
|
1.000 |
665.5 |
|
0.618 |
654.5 |
|
HIGH |
637.0 |
|
0.618 |
626.3 |
|
0.500 |
622.8 |
|
0.382 |
619.5 |
|
LOW |
608.5 |
|
0.618 |
591.0 |
|
1.000 |
580.3 |
|
1.618 |
562.8 |
|
2.618 |
534.3 |
|
4.250 |
488.0 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
622.8 |
632.8 |
| PP |
620.3 |
626.8 |
| S1 |
617.5 |
620.8 |
|