ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
692.7 |
702.0 |
9.3 |
1.3% |
691.7 |
| High |
704.8 |
709.5 |
4.7 |
0.7% |
711.7 |
| Low |
691.9 |
688.1 |
-3.8 |
-0.5% |
682.4 |
| Close |
700.8 |
697.1 |
-3.7 |
-0.5% |
702.9 |
| Range |
12.9 |
21.4 |
8.5 |
65.9% |
29.3 |
| ATR |
14.5 |
15.0 |
0.5 |
3.4% |
0.0 |
| Volume |
130,795 |
163,421 |
32,626 |
24.9% |
640,469 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.5 |
751.3 |
708.8 |
|
| R3 |
741.0 |
729.8 |
703.0 |
|
| R2 |
719.8 |
719.8 |
701.0 |
|
| R1 |
708.3 |
708.3 |
699.0 |
703.3 |
| PP |
698.3 |
698.3 |
698.3 |
695.8 |
| S1 |
687.0 |
687.0 |
695.3 |
682.0 |
| S2 |
676.8 |
676.8 |
693.3 |
|
| S3 |
655.5 |
665.5 |
691.3 |
|
| S4 |
634.0 |
644.3 |
685.3 |
|
|
| 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% |
16.0 |
2.3% |
39% |
False |
False |
147,840 |
| 10 |
711.7 |
675.1 |
36.6 |
5.3% |
15.3 |
2.2% |
60% |
False |
False |
135,042 |
| 20 |
711.7 |
645.6 |
66.1 |
9.5% |
15.0 |
2.2% |
78% |
False |
False |
135,585 |
| 40 |
711.7 |
592.3 |
119.4 |
17.1% |
14.5 |
2.1% |
88% |
False |
False |
112,733 |
| 60 |
711.7 |
585.3 |
126.4 |
18.1% |
14.0 |
2.0% |
88% |
False |
False |
75,258 |
| 80 |
711.7 |
582.6 |
129.1 |
18.5% |
14.5 |
2.1% |
89% |
False |
False |
56,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
800.5 |
|
2.618 |
765.5 |
|
1.618 |
744.3 |
|
1.000 |
731.0 |
|
0.618 |
722.8 |
|
HIGH |
709.5 |
|
0.618 |
701.3 |
|
0.500 |
698.8 |
|
0.382 |
696.3 |
|
LOW |
688.0 |
|
0.618 |
674.8 |
|
1.000 |
666.8 |
|
1.618 |
653.5 |
|
2.618 |
632.0 |
|
4.250 |
597.3 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
698.8 |
698.8 |
| PP |
698.3 |
698.3 |
| S1 |
697.8 |
697.8 |
|