ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
599.3 |
605.1 |
5.8 |
1.0% |
610.0 |
| High |
605.0 |
622.2 |
17.2 |
2.8% |
614.6 |
| Low |
592.3 |
601.3 |
9.0 |
1.5% |
585.3 |
| Close |
599.1 |
621.4 |
22.3 |
3.7% |
614.5 |
| Range |
12.7 |
20.9 |
8.2 |
64.6% |
29.3 |
| ATR |
15.3 |
15.8 |
0.6 |
3.7% |
0.0 |
| Volume |
586 |
722 |
136 |
23.2% |
2,055 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677.8 |
670.5 |
633.0 |
|
| R3 |
656.8 |
649.5 |
627.3 |
|
| R2 |
635.8 |
635.8 |
625.3 |
|
| R1 |
628.8 |
628.8 |
623.3 |
632.3 |
| PP |
615.0 |
615.0 |
615.0 |
616.8 |
| S1 |
607.8 |
607.8 |
619.5 |
611.3 |
| S2 |
594.0 |
594.0 |
617.5 |
|
| S3 |
573.3 |
586.8 |
615.8 |
|
| S4 |
552.3 |
566.0 |
610.0 |
|
|
| 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 |
711.0 |
|
2.618 |
677.0 |
|
1.618 |
656.0 |
|
1.000 |
643.0 |
|
0.618 |
635.0 |
|
HIGH |
622.3 |
|
0.618 |
614.3 |
|
0.500 |
611.8 |
|
0.382 |
609.3 |
|
LOW |
601.3 |
|
0.618 |
588.5 |
|
1.000 |
580.5 |
|
1.618 |
567.5 |
|
2.618 |
546.5 |
|
4.250 |
512.5 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
618.3 |
616.8 |
| PP |
615.0 |
612.0 |
| S1 |
611.8 |
607.3 |
|