ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
714.8 |
716.6 |
1.8 |
0.3% |
702.5 |
| High |
716.6 |
732.6 |
16.0 |
2.2% |
716.1 |
| Low |
703.3 |
715.5 |
12.2 |
1.7% |
692.3 |
| Close |
716.3 |
732.2 |
15.9 |
2.2% |
702.2 |
| Range |
13.3 |
17.1 |
3.8 |
28.6% |
23.8 |
| ATR |
14.5 |
14.7 |
0.2 |
1.3% |
0.0 |
| Volume |
143,902 |
147,883 |
3,981 |
2.8% |
622,383 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.0 |
772.3 |
741.5 |
|
| R3 |
761.0 |
755.3 |
737.0 |
|
| R2 |
743.8 |
743.8 |
735.3 |
|
| R1 |
738.0 |
738.0 |
733.8 |
741.0 |
| PP |
726.8 |
726.8 |
726.8 |
728.3 |
| S1 |
721.0 |
721.0 |
730.8 |
723.8 |
| S2 |
709.8 |
709.8 |
729.0 |
|
| S3 |
692.5 |
703.8 |
727.5 |
|
| S4 |
675.5 |
686.8 |
722.8 |
|
|
| 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 |
732.6 |
691.3 |
41.3 |
5.6% |
15.5 |
2.1% |
99% |
True |
False |
141,600 |
| 10 |
732.6 |
691.3 |
41.3 |
5.6% |
14.0 |
1.9% |
99% |
True |
False |
129,561 |
| 20 |
732.6 |
675.1 |
57.5 |
7.9% |
14.5 |
2.0% |
99% |
True |
False |
132,301 |
| 40 |
732.6 |
630.0 |
102.6 |
14.0% |
14.5 |
2.0% |
100% |
True |
False |
140,764 |
| 60 |
732.6 |
585.3 |
147.3 |
20.1% |
14.3 |
1.9% |
100% |
True |
False |
96,802 |
| 80 |
732.6 |
585.3 |
147.3 |
20.1% |
14.5 |
2.0% |
100% |
True |
False |
72,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805.3 |
|
2.618 |
777.3 |
|
1.618 |
760.3 |
|
1.000 |
749.8 |
|
0.618 |
743.3 |
|
HIGH |
732.5 |
|
0.618 |
726.0 |
|
0.500 |
724.0 |
|
0.382 |
722.0 |
|
LOW |
715.5 |
|
0.618 |
705.0 |
|
1.000 |
698.5 |
|
1.618 |
687.8 |
|
2.618 |
670.8 |
|
4.250 |
642.8 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
729.5 |
726.8 |
| PP |
726.8 |
721.3 |
| S1 |
724.0 |
715.8 |
|