ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
706.7 |
699.3 |
-7.4 |
-1.0% |
702.5 |
| High |
710.2 |
714.0 |
3.8 |
0.5% |
716.1 |
| Low |
691.3 |
698.8 |
7.5 |
1.1% |
692.3 |
| Close |
699.3 |
713.2 |
13.9 |
2.0% |
702.2 |
| Range |
18.9 |
15.2 |
-3.7 |
-19.6% |
23.8 |
| ATR |
14.5 |
14.6 |
0.0 |
0.3% |
0.0 |
| Volume |
150,097 |
142,135 |
-7,962 |
-5.3% |
622,383 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.3 |
749.0 |
721.5 |
|
| R3 |
739.0 |
733.8 |
717.5 |
|
| R2 |
723.8 |
723.8 |
716.0 |
|
| R1 |
718.5 |
718.5 |
714.5 |
721.3 |
| PP |
708.8 |
708.8 |
708.8 |
710.0 |
| S1 |
703.3 |
703.3 |
711.8 |
706.0 |
| S2 |
693.5 |
693.5 |
710.5 |
|
| S3 |
678.3 |
688.3 |
709.0 |
|
| S4 |
663.0 |
673.0 |
704.8 |
|
|
| 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 |
714.0 |
691.3 |
22.7 |
3.2% |
15.3 |
2.1% |
96% |
True |
False |
137,226 |
| 10 |
716.1 |
688.1 |
28.0 |
3.9% |
14.5 |
2.0% |
90% |
False |
False |
129,804 |
| 20 |
716.1 |
675.1 |
41.0 |
5.7% |
14.3 |
2.0% |
93% |
False |
False |
128,918 |
| 40 |
716.1 |
626.0 |
90.1 |
12.6% |
14.3 |
2.0% |
97% |
False |
False |
137,723 |
| 60 |
716.1 |
585.3 |
130.8 |
18.3% |
14.3 |
2.0% |
98% |
False |
False |
91,941 |
| 80 |
716.1 |
585.3 |
130.8 |
18.3% |
14.3 |
2.0% |
98% |
False |
False |
69,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778.5 |
|
2.618 |
753.8 |
|
1.618 |
738.5 |
|
1.000 |
729.3 |
|
0.618 |
723.5 |
|
HIGH |
714.0 |
|
0.618 |
708.3 |
|
0.500 |
706.5 |
|
0.382 |
704.5 |
|
LOW |
698.8 |
|
0.618 |
689.5 |
|
1.000 |
683.5 |
|
1.618 |
674.3 |
|
2.618 |
659.0 |
|
4.250 |
634.3 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
711.0 |
709.8 |
| PP |
708.8 |
706.3 |
| S1 |
706.5 |
702.8 |
|