ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
684.9 |
691.7 |
6.8 |
1.0% |
679.3 |
| High |
695.0 |
696.9 |
1.9 |
0.3% |
695.0 |
| Low |
675.1 |
689.6 |
14.5 |
2.1% |
663.0 |
| Close |
690.7 |
692.3 |
1.6 |
0.2% |
690.7 |
| Range |
19.9 |
7.3 |
-12.6 |
-63.3% |
32.0 |
| ATR |
14.9 |
14.3 |
-0.5 |
-3.6% |
0.0 |
| Volume |
124,685 |
73,822 |
-50,863 |
-40.8% |
638,709 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714.8 |
710.8 |
696.3 |
|
| R3 |
707.5 |
703.5 |
694.3 |
|
| R2 |
700.3 |
700.3 |
693.8 |
|
| R1 |
696.3 |
696.3 |
693.0 |
698.3 |
| PP |
693.0 |
693.0 |
693.0 |
694.0 |
| S1 |
689.0 |
689.0 |
691.8 |
691.0 |
| S2 |
685.8 |
685.8 |
691.0 |
|
| S3 |
678.3 |
681.8 |
690.3 |
|
| S4 |
671.0 |
674.3 |
688.3 |
|
|
| 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 |
696.9 |
667.2 |
29.7 |
4.3% |
14.5 |
2.1% |
85% |
True |
False |
116,515 |
| 10 |
696.9 |
655.7 |
41.2 |
6.0% |
14.3 |
2.1% |
89% |
True |
False |
132,502 |
| 20 |
696.9 |
638.9 |
58.0 |
8.4% |
14.5 |
2.1% |
92% |
True |
False |
140,036 |
| 40 |
696.9 |
585.3 |
111.6 |
16.1% |
14.0 |
2.0% |
96% |
True |
False |
83,995 |
| 60 |
696.9 |
585.3 |
111.6 |
16.1% |
14.3 |
2.0% |
96% |
True |
False |
56,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728.0 |
|
2.618 |
716.0 |
|
1.618 |
708.8 |
|
1.000 |
704.3 |
|
0.618 |
701.5 |
|
HIGH |
697.0 |
|
0.618 |
694.0 |
|
0.500 |
693.3 |
|
0.382 |
692.5 |
|
LOW |
689.5 |
|
0.618 |
685.0 |
|
1.000 |
682.3 |
|
1.618 |
677.8 |
|
2.618 |
670.5 |
|
4.250 |
658.5 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
693.3 |
690.3 |
| PP |
693.0 |
688.0 |
| S1 |
692.5 |
686.0 |
|