ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
691.7 |
692.0 |
0.3 |
0.0% |
679.3 |
| High |
696.9 |
696.4 |
-0.5 |
-0.1% |
695.0 |
| Low |
689.6 |
682.4 |
-7.2 |
-1.0% |
663.0 |
| Close |
692.3 |
692.5 |
0.2 |
0.0% |
690.7 |
| Range |
7.3 |
14.0 |
6.7 |
91.8% |
32.0 |
| ATR |
14.3 |
14.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
73,822 |
128,036 |
54,214 |
73.4% |
638,709 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732.5 |
726.5 |
700.3 |
|
| R3 |
718.5 |
712.5 |
696.3 |
|
| R2 |
704.5 |
704.5 |
695.0 |
|
| R1 |
698.5 |
698.5 |
693.8 |
701.5 |
| PP |
690.5 |
690.5 |
690.5 |
692.0 |
| S1 |
684.5 |
684.5 |
691.3 |
687.5 |
| S2 |
676.5 |
676.5 |
690.0 |
|
| S3 |
662.5 |
670.5 |
688.8 |
|
| S4 |
648.5 |
656.5 |
684.8 |
|
|
| 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 |
696.9 |
675.1 |
21.8 |
3.1% |
13.0 |
1.9% |
80% |
False |
False |
110,132 |
| 10 |
696.9 |
663.0 |
33.9 |
4.9% |
13.8 |
2.0% |
87% |
False |
False |
128,827 |
| 20 |
696.9 |
638.9 |
58.0 |
8.4% |
14.8 |
2.1% |
92% |
False |
False |
136,427 |
| 40 |
696.9 |
585.3 |
111.6 |
16.1% |
14.3 |
2.0% |
96% |
False |
False |
87,195 |
| 60 |
696.9 |
585.3 |
111.6 |
16.1% |
14.0 |
2.0% |
96% |
False |
False |
58,214 |
| 80 |
696.9 |
582.6 |
114.3 |
16.5% |
14.3 |
2.1% |
96% |
False |
False |
43,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
756.0 |
|
2.618 |
733.0 |
|
1.618 |
719.0 |
|
1.000 |
710.5 |
|
0.618 |
705.0 |
|
HIGH |
696.5 |
|
0.618 |
691.0 |
|
0.500 |
689.5 |
|
0.382 |
687.8 |
|
LOW |
682.5 |
|
0.618 |
673.8 |
|
1.000 |
668.5 |
|
1.618 |
659.8 |
|
2.618 |
645.8 |
|
4.250 |
623.0 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
691.5 |
690.3 |
| PP |
690.5 |
688.3 |
| S1 |
689.5 |
686.0 |
|