ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
688.2 |
684.1 |
-4.1 |
-0.6% |
668.0 |
| High |
690.0 |
691.8 |
1.8 |
0.3% |
683.8 |
| Low |
680.4 |
677.4 |
-3.0 |
-0.4% |
655.7 |
| Close |
684.7 |
684.3 |
-0.4 |
-0.1% |
678.2 |
| Range |
9.6 |
14.4 |
4.8 |
50.0% |
28.1 |
| ATR |
14.5 |
14.5 |
0.0 |
0.0% |
0.0 |
| Volume |
108,032 |
116,086 |
8,054 |
7.5% |
714,603 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.8 |
720.5 |
692.3 |
|
| R3 |
713.3 |
706.0 |
688.3 |
|
| R2 |
699.0 |
699.0 |
687.0 |
|
| R1 |
691.5 |
691.5 |
685.5 |
695.3 |
| PP |
684.5 |
684.5 |
684.5 |
686.3 |
| S1 |
677.3 |
677.3 |
683.0 |
680.8 |
| S2 |
670.0 |
670.0 |
681.8 |
|
| S3 |
655.8 |
662.8 |
680.3 |
|
| S4 |
641.3 |
648.5 |
676.5 |
|
|
| 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 |
691.8 |
663.0 |
28.8 |
4.2% |
14.5 |
2.1% |
74% |
True |
False |
129,539 |
| 10 |
691.8 |
645.6 |
46.2 |
6.8% |
14.8 |
2.2% |
84% |
True |
False |
136,127 |
| 20 |
691.8 |
630.0 |
61.8 |
9.0% |
14.3 |
2.1% |
88% |
True |
False |
149,228 |
| 40 |
691.8 |
585.3 |
106.5 |
15.6% |
14.0 |
2.0% |
93% |
True |
False |
79,052 |
| 60 |
691.8 |
585.3 |
106.5 |
15.6% |
14.3 |
2.1% |
93% |
True |
False |
52,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753.0 |
|
2.618 |
729.5 |
|
1.618 |
715.0 |
|
1.000 |
706.3 |
|
0.618 |
700.8 |
|
HIGH |
691.8 |
|
0.618 |
686.3 |
|
0.500 |
684.5 |
|
0.382 |
683.0 |
|
LOW |
677.5 |
|
0.618 |
668.5 |
|
1.000 |
663.0 |
|
1.618 |
654.0 |
|
2.618 |
639.8 |
|
4.250 |
616.3 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
684.5 |
682.8 |
| PP |
684.5 |
681.0 |
| S1 |
684.5 |
679.5 |
|