ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
641.4 |
639.0 |
-2.4 |
-0.4% |
616.8 |
| High |
643.4 |
643.2 |
-0.2 |
0.0% |
640.8 |
| Low |
641.3 |
625.3 |
-16.0 |
-2.5% |
592.3 |
| Close |
640.5 |
627.7 |
-12.8 |
-2.0% |
640.5 |
| Range |
2.1 |
17.9 |
15.8 |
752.4% |
48.5 |
| ATR |
14.4 |
14.6 |
0.3 |
1.7% |
0.0 |
| Volume |
419 |
62 |
-357 |
-85.2% |
3,554 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.8 |
674.8 |
637.5 |
|
| R3 |
667.8 |
656.8 |
632.5 |
|
| R2 |
650.0 |
650.0 |
631.0 |
|
| R1 |
638.8 |
638.8 |
629.3 |
635.5 |
| PP |
632.0 |
632.0 |
632.0 |
630.5 |
| S1 |
621.0 |
621.0 |
626.0 |
617.5 |
| S2 |
614.3 |
614.3 |
624.5 |
|
| S3 |
596.3 |
603.0 |
622.8 |
|
| S4 |
578.3 |
585.3 |
617.8 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.0 |
753.8 |
667.3 |
|
| R3 |
721.5 |
705.3 |
653.8 |
|
| R2 |
673.0 |
673.0 |
649.5 |
|
| R1 |
656.8 |
656.8 |
645.0 |
665.0 |
| PP |
624.5 |
624.5 |
624.5 |
628.5 |
| S1 |
608.3 |
608.3 |
636.0 |
616.5 |
| S2 |
576.0 |
576.0 |
631.5 |
|
| S3 |
527.5 |
559.8 |
627.3 |
|
| S4 |
479.0 |
511.3 |
613.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719.3 |
|
2.618 |
690.0 |
|
1.618 |
672.3 |
|
1.000 |
661.0 |
|
0.618 |
654.3 |
|
HIGH |
643.3 |
|
0.618 |
636.3 |
|
0.500 |
634.3 |
|
0.382 |
632.3 |
|
LOW |
625.3 |
|
0.618 |
614.3 |
|
1.000 |
607.5 |
|
1.618 |
596.3 |
|
2.618 |
578.5 |
|
4.250 |
549.3 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
634.3 |
634.3 |
| PP |
632.0 |
632.3 |
| S1 |
630.0 |
630.0 |
|