ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
702.0 |
697.0 |
-5.0 |
-0.7% |
703.2 |
| High |
709.5 |
702.8 |
-6.7 |
-0.9% |
709.5 |
| Low |
688.1 |
695.1 |
7.0 |
1.0% |
687.9 |
| Close |
697.1 |
702.1 |
5.0 |
0.7% |
702.1 |
| Range |
21.4 |
7.7 |
-13.7 |
-64.0% |
21.6 |
| ATR |
15.0 |
14.4 |
-0.5 |
-3.5% |
0.0 |
| Volume |
163,421 |
89,214 |
-74,207 |
-45.4% |
674,483 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723.0 |
720.3 |
706.3 |
|
| R3 |
715.5 |
712.5 |
704.3 |
|
| R2 |
707.8 |
707.8 |
703.5 |
|
| R1 |
705.0 |
705.0 |
702.8 |
706.3 |
| PP |
700.0 |
700.0 |
700.0 |
700.8 |
| S1 |
697.3 |
697.3 |
701.5 |
698.5 |
| S2 |
692.3 |
692.3 |
700.8 |
|
| S3 |
684.5 |
689.5 |
700.0 |
|
| S4 |
677.0 |
681.8 |
697.8 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.8 |
755.0 |
714.0 |
|
| R3 |
743.0 |
733.3 |
708.0 |
|
| R2 |
721.5 |
721.5 |
706.0 |
|
| R1 |
711.8 |
711.8 |
704.0 |
705.8 |
| PP |
699.8 |
699.8 |
699.8 |
696.8 |
| S1 |
690.3 |
690.3 |
700.0 |
684.3 |
| S2 |
678.3 |
678.3 |
698.3 |
|
| S3 |
656.8 |
668.5 |
696.3 |
|
| S4 |
635.0 |
647.0 |
690.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
709.5 |
687.9 |
21.6 |
3.1% |
14.5 |
2.1% |
66% |
False |
False |
134,896 |
| 10 |
711.7 |
682.4 |
29.3 |
4.2% |
14.0 |
2.0% |
67% |
False |
False |
131,495 |
| 20 |
711.7 |
655.7 |
56.0 |
8.0% |
14.3 |
2.0% |
83% |
False |
False |
133,413 |
| 40 |
711.7 |
592.3 |
119.4 |
17.0% |
14.3 |
2.0% |
92% |
False |
False |
114,958 |
| 60 |
711.7 |
585.3 |
126.4 |
18.0% |
14.0 |
2.0% |
92% |
False |
False |
76,736 |
| 80 |
711.7 |
582.6 |
129.1 |
18.4% |
14.3 |
2.0% |
93% |
False |
False |
57,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
735.5 |
|
2.618 |
723.0 |
|
1.618 |
715.3 |
|
1.000 |
710.5 |
|
0.618 |
707.5 |
|
HIGH |
702.8 |
|
0.618 |
699.8 |
|
0.500 |
699.0 |
|
0.382 |
698.0 |
|
LOW |
695.0 |
|
0.618 |
690.3 |
|
1.000 |
687.5 |
|
1.618 |
682.8 |
|
2.618 |
675.0 |
|
4.250 |
662.5 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
701.0 |
701.0 |
| PP |
700.0 |
700.0 |
| S1 |
699.0 |
698.8 |
|