ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
704.2 |
692.7 |
-11.5 |
-1.6% |
691.7 |
| High |
707.0 |
704.8 |
-2.2 |
-0.3% |
711.7 |
| Low |
687.9 |
691.9 |
4.0 |
0.6% |
682.4 |
| Close |
694.5 |
700.8 |
6.3 |
0.9% |
702.9 |
| Range |
19.1 |
12.9 |
-6.2 |
-32.5% |
29.3 |
| ATR |
14.6 |
14.5 |
-0.1 |
-0.8% |
0.0 |
| Volume |
190,310 |
130,795 |
-59,515 |
-31.3% |
640,469 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737.8 |
732.3 |
708.0 |
|
| R3 |
725.0 |
719.3 |
704.3 |
|
| R2 |
712.0 |
712.0 |
703.3 |
|
| R1 |
706.5 |
706.5 |
702.0 |
709.3 |
| PP |
699.3 |
699.3 |
699.3 |
700.5 |
| S1 |
693.5 |
693.5 |
699.5 |
696.3 |
| S2 |
686.3 |
686.3 |
698.5 |
|
| S3 |
673.3 |
680.8 |
697.3 |
|
| S4 |
660.5 |
667.8 |
693.8 |
|
|
| 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 |
687.9 |
23.8 |
3.4% |
14.3 |
2.0% |
54% |
False |
False |
144,552 |
| 10 |
711.7 |
675.1 |
36.6 |
5.2% |
14.5 |
2.1% |
70% |
False |
False |
130,308 |
| 20 |
711.7 |
644.6 |
67.1 |
9.6% |
14.8 |
2.1% |
84% |
False |
False |
134,461 |
| 40 |
711.7 |
592.3 |
119.4 |
17.0% |
14.3 |
2.0% |
91% |
False |
False |
108,663 |
| 60 |
711.7 |
585.3 |
126.4 |
18.0% |
14.0 |
2.0% |
91% |
False |
False |
72,536 |
| 80 |
711.7 |
582.6 |
129.1 |
18.4% |
14.5 |
2.1% |
92% |
False |
False |
54,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759.5 |
|
2.618 |
738.5 |
|
1.618 |
725.8 |
|
1.000 |
717.8 |
|
0.618 |
712.8 |
|
HIGH |
704.8 |
|
0.618 |
699.8 |
|
0.500 |
698.3 |
|
0.382 |
696.8 |
|
LOW |
692.0 |
|
0.618 |
684.0 |
|
1.000 |
679.0 |
|
1.618 |
671.0 |
|
2.618 |
658.3 |
|
4.250 |
637.0 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
700.0 |
700.0 |
| PP |
699.3 |
699.3 |
| S1 |
698.3 |
698.3 |
|