ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
598.7 |
616.8 |
18.1 |
3.0% |
610.0 |
| High |
614.3 |
621.9 |
7.6 |
1.2% |
614.6 |
| Low |
593.8 |
598.2 |
4.4 |
0.7% |
585.3 |
| Close |
614.5 |
598.3 |
-16.2 |
-2.6% |
614.5 |
| Range |
20.5 |
23.7 |
3.2 |
15.6% |
29.3 |
| ATR |
14.8 |
15.5 |
0.6 |
4.3% |
0.0 |
| Volume |
191 |
907 |
716 |
374.9% |
2,055 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677.3 |
661.5 |
611.3 |
|
| R3 |
653.5 |
637.8 |
604.8 |
|
| R2 |
629.8 |
629.8 |
602.8 |
|
| R1 |
614.0 |
614.0 |
600.5 |
610.0 |
| PP |
606.3 |
606.3 |
606.3 |
604.3 |
| S1 |
590.3 |
590.3 |
596.3 |
586.5 |
| S2 |
582.5 |
582.5 |
594.0 |
|
| S3 |
558.8 |
566.8 |
591.8 |
|
| S4 |
535.0 |
543.0 |
585.3 |
|
|
| 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 |
722.5 |
|
2.618 |
684.0 |
|
1.618 |
660.3 |
|
1.000 |
645.5 |
|
0.618 |
636.5 |
|
HIGH |
622.0 |
|
0.618 |
612.8 |
|
0.500 |
610.0 |
|
0.382 |
607.3 |
|
LOW |
598.3 |
|
0.618 |
583.5 |
|
1.000 |
574.5 |
|
1.618 |
559.8 |
|
2.618 |
536.3 |
|
4.250 |
497.5 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
610.0 |
607.8 |
| PP |
606.3 |
604.8 |
| S1 |
602.3 |
601.5 |
|