ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
706.2 |
703.2 |
-3.0 |
-0.4% |
691.7 |
| High |
711.7 |
708.7 |
-3.0 |
-0.4% |
711.7 |
| Low |
697.2 |
697.1 |
-0.1 |
0.0% |
682.4 |
| Close |
702.9 |
706.8 |
3.9 |
0.6% |
702.9 |
| Range |
14.5 |
11.6 |
-2.9 |
-20.0% |
29.3 |
| ATR |
14.5 |
14.2 |
-0.2 |
-1.4% |
0.0 |
| Volume |
153,935 |
100,743 |
-53,192 |
-34.6% |
640,469 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739.0 |
734.5 |
713.3 |
|
| R3 |
727.5 |
723.0 |
710.0 |
|
| R2 |
715.8 |
715.8 |
709.0 |
|
| R1 |
711.3 |
711.3 |
707.8 |
713.5 |
| PP |
704.3 |
704.3 |
704.3 |
705.3 |
| S1 |
699.8 |
699.8 |
705.8 |
702.0 |
| S2 |
692.5 |
692.5 |
704.8 |
|
| S3 |
681.0 |
688.0 |
703.5 |
|
| S4 |
669.5 |
676.5 |
700.5 |
|
|
| 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 |
4.1% |
14.3 |
2.0% |
83% |
False |
False |
133,478 |
| 10 |
711.7 |
667.2 |
44.5 |
6.3% |
14.3 |
2.0% |
89% |
False |
False |
124,996 |
| 20 |
711.7 |
644.6 |
67.1 |
9.5% |
14.5 |
2.0% |
93% |
False |
False |
131,987 |
| 40 |
711.7 |
585.3 |
126.4 |
17.9% |
14.3 |
2.0% |
96% |
False |
False |
100,653 |
| 60 |
711.7 |
585.3 |
126.4 |
17.9% |
13.8 |
2.0% |
96% |
False |
False |
67,189 |
| 80 |
711.7 |
582.6 |
129.1 |
18.3% |
14.5 |
2.1% |
96% |
False |
False |
50,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758.0 |
|
2.618 |
739.0 |
|
1.618 |
727.5 |
|
1.000 |
720.3 |
|
0.618 |
715.8 |
|
HIGH |
708.8 |
|
0.618 |
704.3 |
|
0.500 |
703.0 |
|
0.382 |
701.5 |
|
LOW |
697.0 |
|
0.618 |
690.0 |
|
1.000 |
685.5 |
|
1.618 |
678.3 |
|
2.618 |
666.8 |
|
4.250 |
647.8 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
705.5 |
706.0 |
| PP |
704.3 |
705.3 |
| S1 |
703.0 |
704.5 |
|