ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
704.1 |
698.0 |
-6.1 |
-0.9% |
702.5 |
| High |
710.0 |
705.2 |
-4.8 |
-0.7% |
716.1 |
| Low |
695.9 |
692.3 |
-3.6 |
-0.5% |
692.3 |
| Close |
697.6 |
702.2 |
4.6 |
0.7% |
702.2 |
| Range |
14.1 |
12.9 |
-1.2 |
-8.5% |
23.8 |
| ATR |
14.3 |
14.2 |
-0.1 |
-0.7% |
0.0 |
| Volume |
129,634 |
123,986 |
-5,648 |
-4.4% |
622,383 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.5 |
733.3 |
709.3 |
|
| R3 |
725.8 |
720.5 |
705.8 |
|
| R2 |
712.8 |
712.8 |
704.5 |
|
| R1 |
707.5 |
707.5 |
703.5 |
710.3 |
| PP |
700.0 |
700.0 |
700.0 |
701.3 |
| S1 |
694.5 |
694.5 |
701.0 |
697.3 |
| S2 |
687.0 |
687.0 |
699.8 |
|
| S3 |
674.0 |
681.8 |
698.8 |
|
| S4 |
661.3 |
668.8 |
695.0 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.0 |
762.3 |
715.3 |
|
| R3 |
751.3 |
738.5 |
708.8 |
|
| R2 |
727.3 |
727.3 |
706.5 |
|
| R1 |
714.8 |
714.8 |
704.5 |
709.3 |
| PP |
703.5 |
703.5 |
703.5 |
700.8 |
| S1 |
691.0 |
691.0 |
700.0 |
685.3 |
| S2 |
679.8 |
679.8 |
697.8 |
|
| S3 |
656.0 |
667.3 |
695.8 |
|
| S4 |
632.3 |
643.3 |
689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
716.1 |
692.3 |
23.8 |
3.4% |
13.8 |
1.9% |
42% |
False |
True |
124,476 |
| 10 |
716.1 |
687.9 |
28.2 |
4.0% |
14.0 |
2.0% |
51% |
False |
False |
129,686 |
| 20 |
716.1 |
663.0 |
53.1 |
7.6% |
14.5 |
2.1% |
74% |
False |
False |
128,802 |
| 40 |
716.1 |
625.3 |
90.8 |
12.9% |
14.0 |
2.0% |
85% |
False |
False |
130,429 |
| 60 |
716.1 |
585.3 |
130.8 |
18.6% |
14.3 |
2.0% |
89% |
False |
False |
87,072 |
| 80 |
716.1 |
585.3 |
130.8 |
18.6% |
14.3 |
2.0% |
89% |
False |
False |
65,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.0 |
|
2.618 |
739.0 |
|
1.618 |
726.0 |
|
1.000 |
718.0 |
|
0.618 |
713.3 |
|
HIGH |
705.3 |
|
0.618 |
700.3 |
|
0.500 |
698.8 |
|
0.382 |
697.3 |
|
LOW |
692.3 |
|
0.618 |
684.3 |
|
1.000 |
679.5 |
|
1.618 |
671.5 |
|
2.618 |
658.5 |
|
4.250 |
637.5 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
701.0 |
701.8 |
| PP |
700.0 |
701.5 |
| S1 |
698.8 |
701.3 |
|