ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
679.3 |
668.7 |
-10.6 |
-1.6% |
668.0 |
| High |
679.8 |
688.5 |
8.7 |
1.3% |
683.8 |
| Low |
663.0 |
667.2 |
4.2 |
0.6% |
655.7 |
| Close |
668.8 |
686.3 |
17.5 |
2.6% |
678.2 |
| Range |
16.8 |
21.3 |
4.5 |
26.8% |
28.1 |
| ATR |
14.4 |
14.9 |
0.5 |
3.4% |
0.0 |
| Volume |
129,954 |
159,952 |
29,998 |
23.1% |
714,603 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.5 |
736.8 |
698.0 |
|
| R3 |
723.3 |
715.5 |
692.3 |
|
| R2 |
702.0 |
702.0 |
690.3 |
|
| R1 |
694.3 |
694.3 |
688.3 |
698.0 |
| PP |
680.8 |
680.8 |
680.8 |
682.5 |
| S1 |
672.8 |
672.8 |
684.3 |
676.8 |
| S2 |
659.3 |
659.3 |
682.5 |
|
| S3 |
638.0 |
651.5 |
680.5 |
|
| S4 |
616.8 |
630.3 |
674.5 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.8 |
745.8 |
693.8 |
|
| R3 |
728.8 |
717.5 |
686.0 |
|
| R2 |
700.8 |
700.8 |
683.3 |
|
| R1 |
689.5 |
689.5 |
680.8 |
695.0 |
| PP |
672.5 |
672.5 |
672.5 |
675.5 |
| S1 |
661.3 |
661.3 |
675.5 |
667.0 |
| S2 |
644.5 |
644.5 |
673.0 |
|
| S3 |
616.3 |
633.3 |
670.5 |
|
| S4 |
588.3 |
605.3 |
662.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
688.5 |
663.0 |
25.5 |
3.7% |
14.8 |
2.1% |
91% |
True |
False |
147,522 |
| 10 |
688.5 |
644.6 |
43.9 |
6.4% |
15.8 |
2.3% |
95% |
True |
False |
141,376 |
| 20 |
688.5 |
626.0 |
62.5 |
9.1% |
14.3 |
2.1% |
96% |
True |
False |
146,528 |
| 40 |
688.5 |
585.3 |
103.2 |
15.0% |
14.5 |
2.1% |
98% |
True |
False |
73,452 |
| 60 |
688.5 |
585.3 |
103.2 |
15.0% |
14.3 |
2.1% |
98% |
True |
False |
49,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.0 |
|
2.618 |
744.3 |
|
1.618 |
723.0 |
|
1.000 |
709.8 |
|
0.618 |
701.8 |
|
HIGH |
688.5 |
|
0.618 |
680.3 |
|
0.500 |
677.8 |
|
0.382 |
675.3 |
|
LOW |
667.3 |
|
0.618 |
654.0 |
|
1.000 |
646.0 |
|
1.618 |
632.8 |
|
2.618 |
611.5 |
|
4.250 |
576.8 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
683.5 |
682.8 |
| PP |
680.8 |
679.3 |
| S1 |
677.8 |
675.8 |
|