ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
628.0 |
631.5 |
3.5 |
0.6% |
616.8 |
| High |
636.3 |
642.1 |
5.8 |
0.9% |
640.8 |
| Low |
626.0 |
626.9 |
0.9 |
0.1% |
592.3 |
| Close |
632.4 |
631.5 |
-0.9 |
-0.1% |
640.5 |
| Range |
10.3 |
15.2 |
4.9 |
47.6% |
48.5 |
| ATR |
14.3 |
14.4 |
0.1 |
0.4% |
0.0 |
| Volume |
44,455 |
125,667 |
81,212 |
182.7% |
3,554 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679.0 |
670.5 |
639.8 |
|
| R3 |
664.0 |
655.3 |
635.8 |
|
| R2 |
648.8 |
648.8 |
634.3 |
|
| R1 |
640.0 |
640.0 |
633.0 |
639.0 |
| PP |
633.5 |
633.5 |
633.5 |
633.0 |
| S1 |
625.0 |
625.0 |
630.0 |
624.0 |
| S2 |
618.3 |
618.3 |
628.8 |
|
| S3 |
603.0 |
609.8 |
627.3 |
|
| S4 |
588.0 |
594.5 |
623.3 |
|
|
| 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 |
706.8 |
|
2.618 |
682.0 |
|
1.618 |
666.8 |
|
1.000 |
657.3 |
|
0.618 |
651.5 |
|
HIGH |
642.0 |
|
0.618 |
636.3 |
|
0.500 |
634.5 |
|
0.382 |
632.8 |
|
LOW |
627.0 |
|
0.618 |
617.5 |
|
1.000 |
611.8 |
|
1.618 |
602.3 |
|
2.618 |
587.0 |
|
4.250 |
562.3 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
634.5 |
634.3 |
| PP |
633.5 |
633.3 |
| S1 |
632.5 |
632.5 |
|