ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
684.1 |
684.9 |
0.8 |
0.1% |
679.3 |
| High |
691.8 |
695.0 |
3.2 |
0.5% |
695.0 |
| Low |
677.4 |
675.1 |
-2.3 |
-0.3% |
663.0 |
| Close |
684.3 |
690.7 |
6.4 |
0.9% |
690.7 |
| Range |
14.4 |
19.9 |
5.5 |
38.2% |
32.0 |
| ATR |
14.5 |
14.9 |
0.4 |
2.7% |
0.0 |
| Volume |
116,086 |
124,685 |
8,599 |
7.4% |
638,709 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746.8 |
738.5 |
701.8 |
|
| R3 |
726.8 |
718.8 |
696.3 |
|
| R2 |
706.8 |
706.8 |
694.3 |
|
| R1 |
698.8 |
698.8 |
692.5 |
702.8 |
| PP |
687.0 |
687.0 |
687.0 |
689.0 |
| S1 |
678.8 |
678.8 |
689.0 |
683.0 |
| S2 |
667.0 |
667.0 |
687.0 |
|
| S3 |
647.3 |
659.0 |
685.3 |
|
| S4 |
627.3 |
639.0 |
679.8 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.0 |
766.8 |
708.3 |
|
| R3 |
747.0 |
734.8 |
699.5 |
|
| R2 |
715.0 |
715.0 |
696.5 |
|
| R1 |
702.8 |
702.8 |
693.8 |
708.8 |
| PP |
683.0 |
683.0 |
683.0 |
686.0 |
| S1 |
670.8 |
670.8 |
687.8 |
676.8 |
| S2 |
651.0 |
651.0 |
684.8 |
|
| S3 |
619.0 |
638.8 |
682.0 |
|
| S4 |
587.0 |
606.8 |
673.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
695.0 |
663.0 |
32.0 |
4.6% |
16.5 |
2.4% |
87% |
True |
False |
127,741 |
| 10 |
695.0 |
655.7 |
39.3 |
5.7% |
14.5 |
2.1% |
89% |
True |
False |
135,331 |
| 20 |
695.0 |
636.0 |
59.0 |
8.5% |
14.8 |
2.1% |
93% |
True |
False |
146,492 |
| 40 |
695.0 |
585.3 |
109.7 |
15.9% |
14.3 |
2.1% |
96% |
True |
False |
82,155 |
| 60 |
695.0 |
585.3 |
109.7 |
15.9% |
14.3 |
2.1% |
96% |
True |
False |
54,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.5 |
|
2.618 |
747.0 |
|
1.618 |
727.3 |
|
1.000 |
715.0 |
|
0.618 |
707.3 |
|
HIGH |
695.0 |
|
0.618 |
687.5 |
|
0.500 |
685.0 |
|
0.382 |
682.8 |
|
LOW |
675.0 |
|
0.618 |
662.8 |
|
1.000 |
655.3 |
|
1.618 |
643.0 |
|
2.618 |
623.0 |
|
4.250 |
590.5 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
688.8 |
688.8 |
| PP |
687.0 |
687.0 |
| S1 |
685.0 |
685.0 |
|