ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
620.2 |
607.9 |
-12.3 |
-2.0% |
602.0 |
| High |
623.3 |
607.9 |
-15.4 |
-2.5% |
629.8 |
| Low |
606.1 |
597.3 |
-8.8 |
-1.5% |
597.3 |
| Close |
607.4 |
608.1 |
0.7 |
0.1% |
608.1 |
| Range |
17.2 |
10.6 |
-6.6 |
-38.4% |
32.5 |
| ATR |
14.7 |
14.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
182 |
243 |
61 |
33.5% |
768 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636.3 |
632.8 |
614.0 |
|
| R3 |
625.8 |
622.3 |
611.0 |
|
| R2 |
615.0 |
615.0 |
610.0 |
|
| R1 |
611.5 |
611.5 |
609.0 |
613.3 |
| PP |
604.5 |
604.5 |
604.5 |
605.3 |
| S1 |
601.0 |
601.0 |
607.3 |
602.8 |
| S2 |
593.8 |
593.8 |
606.3 |
|
| S3 |
583.3 |
590.3 |
605.3 |
|
| S4 |
572.8 |
579.8 |
602.3 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709.3 |
691.3 |
626.0 |
|
| R3 |
676.8 |
658.8 |
617.0 |
|
| R2 |
644.3 |
644.3 |
614.0 |
|
| R1 |
626.3 |
626.3 |
611.0 |
635.3 |
| PP |
611.8 |
611.8 |
611.8 |
616.3 |
| S1 |
593.8 |
593.8 |
605.0 |
602.8 |
| S2 |
579.3 |
579.3 |
602.3 |
|
| S3 |
546.8 |
561.3 |
599.3 |
|
| S4 |
514.3 |
528.8 |
590.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653.0 |
|
2.618 |
635.8 |
|
1.618 |
625.0 |
|
1.000 |
618.5 |
|
0.618 |
614.5 |
|
HIGH |
608.0 |
|
0.618 |
603.8 |
|
0.500 |
602.5 |
|
0.382 |
601.3 |
|
LOW |
597.3 |
|
0.618 |
590.8 |
|
1.000 |
586.8 |
|
1.618 |
580.3 |
|
2.618 |
569.5 |
|
4.250 |
552.3 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
606.3 |
613.5 |
| PP |
604.5 |
611.8 |
| S1 |
602.5 |
610.0 |
|