ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
707.7 |
704.1 |
-3.6 |
-0.5% |
703.2 |
| High |
708.7 |
710.0 |
1.3 |
0.2% |
709.5 |
| Low |
693.7 |
695.9 |
2.2 |
0.3% |
687.9 |
| Close |
703.5 |
697.6 |
-5.9 |
-0.8% |
702.1 |
| Range |
15.0 |
14.1 |
-0.9 |
-6.0% |
21.6 |
| ATR |
14.3 |
14.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
140,278 |
129,634 |
-10,644 |
-7.6% |
674,483 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.5 |
734.8 |
705.3 |
|
| R3 |
729.3 |
720.5 |
701.5 |
|
| R2 |
715.3 |
715.3 |
700.3 |
|
| R1 |
706.5 |
706.5 |
699.0 |
703.8 |
| PP |
701.3 |
701.3 |
701.3 |
699.8 |
| S1 |
692.3 |
692.3 |
696.3 |
689.8 |
| S2 |
687.0 |
687.0 |
695.0 |
|
| S3 |
673.0 |
678.3 |
693.8 |
|
| S4 |
658.8 |
664.3 |
689.8 |
|
|
| 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 |
693.7 |
22.4 |
3.2% |
12.5 |
1.8% |
17% |
False |
False |
117,522 |
| 10 |
716.1 |
687.9 |
28.2 |
4.0% |
14.3 |
2.0% |
34% |
False |
False |
132,681 |
| 20 |
716.1 |
663.0 |
53.1 |
7.6% |
14.3 |
2.1% |
65% |
False |
False |
129,286 |
| 40 |
716.1 |
625.3 |
90.8 |
13.0% |
14.0 |
2.0% |
80% |
False |
False |
127,334 |
| 60 |
716.1 |
585.3 |
130.8 |
18.8% |
14.3 |
2.0% |
86% |
False |
False |
85,010 |
| 80 |
716.1 |
585.3 |
130.8 |
18.8% |
14.3 |
2.0% |
86% |
False |
False |
63,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
770.0 |
|
2.618 |
747.0 |
|
1.618 |
732.8 |
|
1.000 |
724.0 |
|
0.618 |
718.8 |
|
HIGH |
710.0 |
|
0.618 |
704.5 |
|
0.500 |
703.0 |
|
0.382 |
701.3 |
|
LOW |
696.0 |
|
0.618 |
687.3 |
|
1.000 |
681.8 |
|
1.618 |
673.0 |
|
2.618 |
659.0 |
|
4.250 |
636.0 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
703.0 |
702.0 |
| PP |
701.3 |
700.5 |
| S1 |
699.5 |
699.0 |
|