ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
698.0 |
706.7 |
8.7 |
1.2% |
702.5 |
| High |
705.2 |
710.2 |
5.0 |
0.7% |
716.1 |
| Low |
692.3 |
691.3 |
-1.0 |
-0.1% |
692.3 |
| Close |
702.2 |
699.3 |
-2.9 |
-0.4% |
702.2 |
| Range |
12.9 |
18.9 |
6.0 |
46.5% |
23.8 |
| ATR |
14.2 |
14.5 |
0.3 |
2.4% |
0.0 |
| Volume |
123,986 |
150,097 |
26,111 |
21.1% |
622,383 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.0 |
747.0 |
709.8 |
|
| R3 |
738.0 |
728.3 |
704.5 |
|
| R2 |
719.3 |
719.3 |
702.8 |
|
| R1 |
709.3 |
709.3 |
701.0 |
704.8 |
| PP |
700.3 |
700.3 |
700.3 |
698.0 |
| S1 |
690.3 |
690.3 |
697.5 |
685.8 |
| S2 |
681.3 |
681.3 |
695.8 |
|
| S3 |
662.5 |
671.5 |
694.0 |
|
| S4 |
643.5 |
652.5 |
689.0 |
|
|
| 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 |
710.2 |
691.3 |
18.9 |
2.7% |
14.5 |
2.1% |
42% |
True |
True |
130,541 |
| 10 |
716.1 |
687.9 |
28.2 |
4.0% |
14.8 |
2.1% |
40% |
False |
False |
134,622 |
| 20 |
716.1 |
667.2 |
48.9 |
7.0% |
14.5 |
2.1% |
66% |
False |
False |
129,809 |
| 40 |
716.1 |
625.3 |
90.8 |
13.0% |
14.3 |
2.1% |
81% |
False |
False |
134,171 |
| 60 |
716.1 |
585.3 |
130.8 |
18.7% |
14.3 |
2.0% |
87% |
False |
False |
89,574 |
| 80 |
716.1 |
585.3 |
130.8 |
18.7% |
14.5 |
2.1% |
87% |
False |
False |
67,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790.5 |
|
2.618 |
759.8 |
|
1.618 |
740.8 |
|
1.000 |
729.0 |
|
0.618 |
722.0 |
|
HIGH |
710.3 |
|
0.618 |
703.0 |
|
0.500 |
700.8 |
|
0.382 |
698.5 |
|
LOW |
691.3 |
|
0.618 |
679.5 |
|
1.000 |
672.5 |
|
1.618 |
660.8 |
|
2.618 |
641.8 |
|
4.250 |
611.0 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
700.8 |
700.8 |
| PP |
700.3 |
700.3 |
| S1 |
699.8 |
699.8 |
|