ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
705.6 |
706.2 |
0.6 |
0.1% |
691.7 |
| High |
710.5 |
711.7 |
1.2 |
0.2% |
711.7 |
| Low |
697.3 |
697.2 |
-0.1 |
0.0% |
682.4 |
| Close |
707.0 |
702.9 |
-4.1 |
-0.6% |
702.9 |
| Range |
13.2 |
14.5 |
1.3 |
9.8% |
29.3 |
| ATR |
14.4 |
14.5 |
0.0 |
0.0% |
0.0 |
| Volume |
146,977 |
153,935 |
6,958 |
4.7% |
640,469 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747.5 |
739.8 |
711.0 |
|
| R3 |
733.0 |
725.3 |
707.0 |
|
| R2 |
718.5 |
718.5 |
705.5 |
|
| R1 |
710.8 |
710.8 |
704.3 |
707.3 |
| PP |
704.0 |
704.0 |
704.0 |
702.3 |
| S1 |
696.3 |
696.3 |
701.5 |
692.8 |
| S2 |
689.5 |
689.5 |
700.3 |
|
| S3 |
675.0 |
681.8 |
699.0 |
|
| S4 |
660.5 |
667.3 |
695.0 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.0 |
774.3 |
719.0 |
|
| R3 |
757.5 |
745.0 |
711.0 |
|
| R2 |
728.3 |
728.3 |
708.3 |
|
| R1 |
715.5 |
715.5 |
705.5 |
722.0 |
| PP |
699.0 |
699.0 |
699.0 |
702.3 |
| S1 |
686.3 |
686.3 |
700.3 |
692.8 |
| S2 |
669.8 |
669.8 |
697.5 |
|
| S3 |
640.5 |
657.0 |
694.8 |
|
| S4 |
611.0 |
627.8 |
686.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711.7 |
682.4 |
29.3 |
4.2% |
13.3 |
1.9% |
70% |
True |
False |
128,093 |
| 10 |
711.7 |
663.0 |
48.7 |
6.9% |
14.8 |
2.1% |
82% |
True |
False |
127,917 |
| 20 |
711.7 |
644.6 |
67.1 |
9.5% |
15.0 |
2.1% |
87% |
True |
False |
134,015 |
| 40 |
711.7 |
585.3 |
126.4 |
18.0% |
14.3 |
2.0% |
93% |
True |
False |
98,148 |
| 60 |
711.7 |
585.3 |
126.4 |
18.0% |
13.8 |
2.0% |
93% |
True |
False |
65,513 |
| 80 |
711.7 |
582.6 |
129.1 |
18.4% |
14.5 |
2.1% |
93% |
True |
False |
49,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773.3 |
|
2.618 |
749.8 |
|
1.618 |
735.3 |
|
1.000 |
726.3 |
|
0.618 |
720.8 |
|
HIGH |
711.8 |
|
0.618 |
706.3 |
|
0.500 |
704.5 |
|
0.382 |
702.8 |
|
LOW |
697.3 |
|
0.618 |
688.3 |
|
1.000 |
682.8 |
|
1.618 |
673.8 |
|
2.618 |
659.3 |
|
4.250 |
635.5 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
704.5 |
702.5 |
| PP |
704.0 |
702.3 |
| S1 |
703.5 |
702.0 |
|