ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
601.3 |
598.7 |
-2.6 |
-0.4% |
610.0 |
| High |
607.3 |
614.3 |
7.0 |
1.2% |
614.6 |
| Low |
595.2 |
593.8 |
-1.4 |
-0.2% |
585.3 |
| Close |
596.9 |
614.5 |
17.6 |
2.9% |
614.5 |
| Range |
12.1 |
20.5 |
8.4 |
69.4% |
29.3 |
| ATR |
14.4 |
14.8 |
0.4 |
3.0% |
0.0 |
| Volume |
614 |
191 |
-423 |
-68.9% |
2,055 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.0 |
662.3 |
625.8 |
|
| R3 |
648.5 |
641.8 |
620.3 |
|
| R2 |
628.0 |
628.0 |
618.3 |
|
| R1 |
621.3 |
621.3 |
616.5 |
624.8 |
| PP |
607.5 |
607.5 |
607.5 |
609.3 |
| S1 |
600.8 |
600.8 |
612.5 |
604.3 |
| S2 |
587.0 |
587.0 |
610.8 |
|
| S3 |
566.5 |
580.3 |
608.8 |
|
| S4 |
546.0 |
559.8 |
603.3 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692.8 |
683.0 |
630.5 |
|
| R3 |
663.5 |
653.5 |
622.5 |
|
| R2 |
634.0 |
634.0 |
619.8 |
|
| R1 |
624.3 |
624.3 |
617.3 |
629.3 |
| PP |
604.8 |
604.8 |
604.8 |
607.3 |
| S1 |
595.0 |
595.0 |
611.8 |
600.0 |
| S2 |
575.5 |
575.5 |
609.3 |
|
| S3 |
546.3 |
565.8 |
606.5 |
|
| S4 |
517.0 |
536.5 |
598.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701.5 |
|
2.618 |
668.0 |
|
1.618 |
647.5 |
|
1.000 |
634.8 |
|
0.618 |
627.0 |
|
HIGH |
614.3 |
|
0.618 |
606.5 |
|
0.500 |
604.0 |
|
0.382 |
601.8 |
|
LOW |
593.8 |
|
0.618 |
581.3 |
|
1.000 |
573.3 |
|
1.618 |
560.8 |
|
2.618 |
540.3 |
|
4.250 |
506.8 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
611.0 |
609.8 |
| PP |
607.5 |
605.0 |
| S1 |
604.0 |
600.5 |
|