ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
697.0 |
702.5 |
5.5 |
0.8% |
703.2 |
| High |
702.8 |
716.1 |
13.3 |
1.9% |
709.5 |
| Low |
695.1 |
701.7 |
6.6 |
0.9% |
687.9 |
| Close |
702.1 |
706.9 |
4.8 |
0.7% |
702.1 |
| Range |
7.7 |
14.4 |
6.7 |
87.0% |
21.6 |
| ATR |
14.4 |
14.4 |
0.0 |
0.0% |
0.0 |
| Volume |
89,214 |
119,772 |
30,558 |
34.3% |
674,483 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.5 |
743.5 |
714.8 |
|
| R3 |
737.0 |
729.3 |
710.8 |
|
| R2 |
722.8 |
722.8 |
709.5 |
|
| R1 |
714.8 |
714.8 |
708.3 |
718.8 |
| PP |
708.3 |
708.3 |
708.3 |
710.3 |
| S1 |
700.3 |
700.3 |
705.5 |
704.3 |
| S2 |
693.8 |
693.8 |
704.3 |
|
| S3 |
679.5 |
686.0 |
703.0 |
|
| S4 |
665.0 |
671.5 |
699.0 |
|
|
| 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 |
716.1 |
687.9 |
28.2 |
4.0% |
15.0 |
2.1% |
67% |
True |
False |
138,702 |
| 10 |
716.1 |
682.4 |
33.7 |
4.8% |
14.8 |
2.1% |
73% |
True |
False |
136,090 |
| 20 |
716.1 |
655.7 |
60.4 |
8.5% |
14.5 |
2.0% |
85% |
True |
False |
134,296 |
| 40 |
716.1 |
592.3 |
123.8 |
17.5% |
14.0 |
2.0% |
93% |
True |
False |
117,930 |
| 60 |
716.1 |
585.3 |
130.8 |
18.5% |
14.0 |
2.0% |
93% |
True |
False |
78,731 |
| 80 |
716.1 |
582.6 |
133.5 |
18.9% |
14.5 |
2.1% |
93% |
True |
False |
59,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777.3 |
|
2.618 |
753.8 |
|
1.618 |
739.5 |
|
1.000 |
730.5 |
|
0.618 |
725.0 |
|
HIGH |
716.0 |
|
0.618 |
710.5 |
|
0.500 |
709.0 |
|
0.382 |
707.3 |
|
LOW |
701.8 |
|
0.618 |
692.8 |
|
1.000 |
687.3 |
|
1.618 |
678.5 |
|
2.618 |
664.0 |
|
4.250 |
640.5 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
709.0 |
705.3 |
| PP |
708.3 |
703.8 |
| S1 |
707.5 |
702.0 |
|