ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
702.5 |
705.5 |
3.0 |
0.4% |
703.2 |
| High |
716.1 |
710.2 |
-5.9 |
-0.8% |
709.5 |
| Low |
701.7 |
698.3 |
-3.4 |
-0.5% |
687.9 |
| Close |
706.9 |
705.3 |
-1.6 |
-0.2% |
702.1 |
| Range |
14.4 |
11.9 |
-2.5 |
-17.4% |
21.6 |
| ATR |
14.4 |
14.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
119,772 |
108,713 |
-11,059 |
-9.2% |
674,483 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.3 |
734.8 |
711.8 |
|
| R3 |
728.5 |
722.8 |
708.5 |
|
| R2 |
716.5 |
716.5 |
707.5 |
|
| R1 |
711.0 |
711.0 |
706.5 |
707.8 |
| PP |
704.5 |
704.5 |
704.5 |
703.0 |
| S1 |
699.0 |
699.0 |
704.3 |
695.8 |
| S2 |
692.8 |
692.8 |
703.0 |
|
| S3 |
680.8 |
687.0 |
702.0 |
|
| S4 |
669.0 |
675.3 |
698.8 |
|
|
| 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 |
716.1 |
688.1 |
28.0 |
4.0% |
13.8 |
1.9% |
61% |
False |
False |
122,383 |
| 10 |
716.1 |
687.9 |
28.2 |
4.0% |
14.5 |
2.0% |
62% |
False |
False |
134,157 |
| 20 |
716.1 |
663.0 |
53.1 |
7.5% |
14.3 |
2.0% |
80% |
False |
False |
131,492 |
| 40 |
716.1 |
601.3 |
114.8 |
16.3% |
14.0 |
2.0% |
91% |
False |
False |
120,633 |
| 60 |
716.1 |
585.3 |
130.8 |
18.5% |
14.0 |
2.0% |
92% |
False |
False |
80,538 |
| 80 |
716.1 |
582.6 |
133.5 |
18.9% |
14.5 |
2.0% |
92% |
False |
False |
60,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.8 |
|
2.618 |
741.3 |
|
1.618 |
729.5 |
|
1.000 |
722.0 |
|
0.618 |
717.5 |
|
HIGH |
710.3 |
|
0.618 |
705.8 |
|
0.500 |
704.3 |
|
0.382 |
702.8 |
|
LOW |
698.3 |
|
0.618 |
691.0 |
|
1.000 |
686.5 |
|
1.618 |
679.0 |
|
2.618 |
667.3 |
|
4.250 |
647.8 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
705.0 |
705.5 |
| PP |
704.5 |
705.5 |
| S1 |
704.3 |
705.5 |
|