ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
616.4 |
602.0 |
-14.4 |
-2.3% |
647.3 |
| High |
616.4 |
614.3 |
-2.1 |
-0.3% |
656.9 |
| Low |
606.2 |
602.0 |
-4.2 |
-0.7% |
604.2 |
| Close |
606.1 |
612.2 |
6.1 |
1.0% |
606.1 |
| Range |
10.2 |
12.3 |
2.1 |
20.6% |
52.7 |
| ATR |
15.1 |
14.9 |
-0.2 |
-1.3% |
0.0 |
| Volume |
550 |
223 |
-327 |
-59.5% |
782 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.5 |
641.5 |
619.0 |
|
| R3 |
634.0 |
629.3 |
615.5 |
|
| R2 |
621.8 |
621.8 |
614.5 |
|
| R1 |
617.0 |
617.0 |
613.3 |
619.5 |
| PP |
609.5 |
609.5 |
609.5 |
610.8 |
| S1 |
604.8 |
604.8 |
611.0 |
607.0 |
| S2 |
597.3 |
597.3 |
610.0 |
|
| S3 |
585.0 |
592.5 |
608.8 |
|
| S4 |
572.5 |
580.0 |
605.5 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.5 |
746.0 |
635.0 |
|
| R3 |
727.8 |
693.3 |
620.5 |
|
| R2 |
675.0 |
675.0 |
615.8 |
|
| R1 |
640.5 |
640.5 |
611.0 |
631.5 |
| PP |
622.5 |
622.5 |
622.5 |
617.8 |
| S1 |
588.0 |
588.0 |
601.3 |
578.8 |
| S2 |
569.8 |
569.8 |
596.5 |
|
| S3 |
517.0 |
535.3 |
591.5 |
|
| S4 |
464.3 |
482.5 |
577.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666.5 |
|
2.618 |
646.5 |
|
1.618 |
634.3 |
|
1.000 |
626.5 |
|
0.618 |
622.0 |
|
HIGH |
614.3 |
|
0.618 |
609.5 |
|
0.500 |
608.3 |
|
0.382 |
606.8 |
|
LOW |
602.0 |
|
0.618 |
594.5 |
|
1.000 |
589.8 |
|
1.618 |
582.0 |
|
2.618 |
569.8 |
|
4.250 |
549.8 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
610.8 |
611.3 |
| PP |
609.5 |
610.3 |
| S1 |
608.3 |
609.3 |
|