ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
732.2 |
735.5 |
3.3 |
0.5% |
706.7 |
| High |
738.4 |
737.6 |
-0.8 |
-0.1% |
738.4 |
| Low |
728.0 |
729.7 |
1.7 |
0.2% |
691.3 |
| Close |
736.2 |
734.1 |
-2.1 |
-0.3% |
736.2 |
| Range |
10.4 |
7.9 |
-2.5 |
-24.0% |
47.1 |
| ATR |
14.4 |
13.9 |
-0.5 |
-3.2% |
0.0 |
| Volume |
117,639 |
95,300 |
-22,339 |
-19.0% |
701,656 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.5 |
753.8 |
738.5 |
|
| R3 |
749.5 |
745.8 |
736.3 |
|
| R2 |
741.8 |
741.8 |
735.5 |
|
| R1 |
738.0 |
738.0 |
734.8 |
735.8 |
| PP |
733.8 |
733.8 |
733.8 |
732.8 |
| S1 |
730.0 |
730.0 |
733.5 |
728.0 |
| S2 |
726.0 |
726.0 |
732.8 |
|
| S3 |
718.0 |
722.0 |
732.0 |
|
| S4 |
710.0 |
714.3 |
729.8 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.3 |
846.8 |
762.0 |
|
| R3 |
816.3 |
799.8 |
749.3 |
|
| R2 |
769.0 |
769.0 |
744.8 |
|
| R1 |
752.8 |
752.8 |
740.5 |
760.8 |
| PP |
722.0 |
722.0 |
722.0 |
726.0 |
| S1 |
705.5 |
705.5 |
732.0 |
713.8 |
| S2 |
674.8 |
674.8 |
727.5 |
|
| S3 |
627.8 |
658.5 |
723.3 |
|
| S4 |
580.8 |
611.3 |
710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.4 |
698.8 |
39.6 |
5.4% |
12.8 |
1.7% |
89% |
False |
False |
129,371 |
| 10 |
738.4 |
691.3 |
47.1 |
6.4% |
13.8 |
1.9% |
91% |
False |
False |
129,956 |
| 20 |
738.4 |
682.4 |
56.0 |
7.6% |
14.3 |
1.9% |
92% |
False |
False |
133,023 |
| 40 |
738.4 |
638.9 |
99.5 |
13.6% |
14.3 |
1.9% |
96% |
False |
False |
136,529 |
| 60 |
738.4 |
585.3 |
153.1 |
20.9% |
14.0 |
1.9% |
97% |
False |
False |
100,338 |
| 80 |
738.4 |
585.3 |
153.1 |
20.9% |
14.3 |
1.9% |
97% |
False |
False |
75,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771.3 |
|
2.618 |
758.3 |
|
1.618 |
750.5 |
|
1.000 |
745.5 |
|
0.618 |
742.5 |
|
HIGH |
737.5 |
|
0.618 |
734.5 |
|
0.500 |
733.8 |
|
0.382 |
732.8 |
|
LOW |
729.8 |
|
0.618 |
724.8 |
|
1.000 |
721.8 |
|
1.618 |
717.0 |
|
2.618 |
709.0 |
|
4.250 |
696.0 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
734.0 |
731.8 |
| PP |
733.8 |
729.3 |
| S1 |
733.8 |
727.0 |
|