ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
699.3 |
714.8 |
15.5 |
2.2% |
702.5 |
| High |
714.0 |
716.6 |
2.6 |
0.4% |
716.1 |
| Low |
698.8 |
703.3 |
4.5 |
0.6% |
692.3 |
| Close |
713.2 |
716.3 |
3.1 |
0.4% |
702.2 |
| Range |
15.2 |
13.3 |
-1.9 |
-12.5% |
23.8 |
| ATR |
14.6 |
14.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
142,135 |
143,902 |
1,767 |
1.2% |
622,383 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752.0 |
747.5 |
723.5 |
|
| R3 |
738.8 |
734.3 |
720.0 |
|
| R2 |
725.3 |
725.3 |
718.8 |
|
| R1 |
720.8 |
720.8 |
717.5 |
723.0 |
| PP |
712.0 |
712.0 |
712.0 |
713.3 |
| S1 |
707.5 |
707.5 |
715.0 |
709.8 |
| S2 |
698.8 |
698.8 |
713.8 |
|
| S3 |
685.5 |
694.3 |
712.8 |
|
| S4 |
672.3 |
681.0 |
709.0 |
|
|
| 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 |
716.6 |
691.3 |
25.3 |
3.5% |
15.0 |
2.1% |
99% |
True |
False |
137,950 |
| 10 |
716.6 |
688.1 |
28.5 |
4.0% |
14.5 |
2.0% |
99% |
True |
False |
131,115 |
| 20 |
716.6 |
675.1 |
41.5 |
5.8% |
14.5 |
2.0% |
99% |
True |
False |
130,712 |
| 40 |
716.6 |
626.9 |
89.7 |
12.5% |
14.3 |
2.0% |
100% |
True |
False |
140,209 |
| 60 |
716.6 |
585.3 |
131.3 |
18.3% |
14.0 |
2.0% |
100% |
True |
False |
94,338 |
| 80 |
716.6 |
585.3 |
131.3 |
18.3% |
14.5 |
2.0% |
100% |
True |
False |
70,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773.0 |
|
2.618 |
751.5 |
|
1.618 |
738.0 |
|
1.000 |
730.0 |
|
0.618 |
724.8 |
|
HIGH |
716.5 |
|
0.618 |
711.5 |
|
0.500 |
710.0 |
|
0.382 |
708.5 |
|
LOW |
703.3 |
|
0.618 |
695.0 |
|
1.000 |
690.0 |
|
1.618 |
681.8 |
|
2.618 |
668.5 |
|
4.250 |
646.8 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
714.3 |
712.3 |
| PP |
712.0 |
708.0 |
| S1 |
710.0 |
704.0 |
|