ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
631.6 |
636.0 |
4.4 |
0.7% |
641.4 |
| High |
637.7 |
651.3 |
13.6 |
2.1% |
643.4 |
| Low |
630.0 |
636.0 |
6.0 |
1.0% |
625.3 |
| Close |
633.5 |
648.2 |
14.7 |
2.3% |
633.5 |
| Range |
7.7 |
15.3 |
7.6 |
98.7% |
18.1 |
| ATR |
13.9 |
14.2 |
0.3 |
2.0% |
0.0 |
| Volume |
179,390 |
202,949 |
23,559 |
13.1% |
349,993 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691.0 |
685.0 |
656.5 |
|
| R3 |
675.8 |
669.8 |
652.5 |
|
| R2 |
660.5 |
660.5 |
651.0 |
|
| R1 |
654.3 |
654.3 |
649.5 |
657.5 |
| PP |
645.3 |
645.3 |
645.3 |
646.8 |
| S1 |
639.0 |
639.0 |
646.8 |
642.0 |
| S2 |
629.8 |
629.8 |
645.5 |
|
| S3 |
614.5 |
623.8 |
644.0 |
|
| S4 |
599.3 |
608.5 |
639.8 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688.3 |
679.0 |
643.5 |
|
| R3 |
670.3 |
661.0 |
638.5 |
|
| R2 |
652.3 |
652.3 |
636.8 |
|
| R1 |
642.8 |
642.8 |
635.3 |
638.5 |
| PP |
634.0 |
634.0 |
634.0 |
632.0 |
| S1 |
624.8 |
624.8 |
631.8 |
620.3 |
| S2 |
616.0 |
616.0 |
630.3 |
|
| S3 |
597.8 |
606.8 |
628.5 |
|
| S4 |
579.8 |
588.5 |
623.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
716.3 |
|
2.618 |
691.3 |
|
1.618 |
676.0 |
|
1.000 |
666.5 |
|
0.618 |
660.8 |
|
HIGH |
651.3 |
|
0.618 |
645.5 |
|
0.500 |
643.8 |
|
0.382 |
641.8 |
|
LOW |
636.0 |
|
0.618 |
626.5 |
|
1.000 |
620.8 |
|
1.618 |
611.3 |
|
2.618 |
596.0 |
|
4.250 |
571.0 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
646.8 |
645.3 |
| PP |
645.3 |
642.3 |
| S1 |
643.8 |
639.0 |
|