ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
716.6 |
732.2 |
15.6 |
2.2% |
706.7 |
| High |
732.6 |
738.4 |
5.8 |
0.8% |
738.4 |
| Low |
715.5 |
728.0 |
12.5 |
1.7% |
691.3 |
| Close |
732.2 |
736.2 |
4.0 |
0.5% |
736.2 |
| Range |
17.1 |
10.4 |
-6.7 |
-39.2% |
47.1 |
| ATR |
14.7 |
14.4 |
-0.3 |
-2.1% |
0.0 |
| Volume |
147,883 |
117,639 |
-30,244 |
-20.5% |
701,656 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.5 |
761.3 |
742.0 |
|
| R3 |
755.0 |
750.8 |
739.0 |
|
| R2 |
744.5 |
744.5 |
738.0 |
|
| R1 |
740.5 |
740.5 |
737.3 |
742.5 |
| PP |
734.3 |
734.3 |
734.3 |
735.3 |
| S1 |
730.0 |
730.0 |
735.3 |
732.0 |
| S2 |
723.8 |
723.8 |
734.3 |
|
| S3 |
713.5 |
719.5 |
733.3 |
|
| S4 |
703.0 |
709.3 |
730.5 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.3 |
846.8 |
762.0 |
|
| R3 |
816.3 |
799.8 |
749.3 |
|
| R2 |
769.0 |
769.0 |
744.8 |
|
| R1 |
752.8 |
752.8 |
740.5 |
760.8 |
| PP |
722.0 |
722.0 |
722.0 |
726.0 |
| S1 |
705.5 |
705.5 |
732.0 |
713.8 |
| S2 |
674.8 |
674.8 |
727.5 |
|
| S3 |
627.8 |
658.5 |
723.3 |
|
| S4 |
580.8 |
611.3 |
710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.4 |
691.3 |
47.1 |
6.4% |
15.0 |
2.0% |
95% |
True |
False |
140,331 |
| 10 |
738.4 |
691.3 |
47.1 |
6.4% |
14.3 |
1.9% |
95% |
True |
False |
132,403 |
| 20 |
738.4 |
682.4 |
56.0 |
7.6% |
14.0 |
1.9% |
96% |
True |
False |
131,949 |
| 40 |
738.4 |
636.0 |
102.4 |
13.9% |
14.5 |
2.0% |
98% |
True |
False |
139,221 |
| 60 |
738.4 |
585.3 |
153.1 |
20.8% |
14.3 |
1.9% |
99% |
True |
False |
98,753 |
| 80 |
738.4 |
585.3 |
153.1 |
20.8% |
14.3 |
1.9% |
99% |
True |
False |
74,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782.5 |
|
2.618 |
765.8 |
|
1.618 |
755.3 |
|
1.000 |
748.8 |
|
0.618 |
744.8 |
|
HIGH |
738.5 |
|
0.618 |
734.5 |
|
0.500 |
733.3 |
|
0.382 |
732.0 |
|
LOW |
728.0 |
|
0.618 |
721.5 |
|
1.000 |
717.5 |
|
1.618 |
711.3 |
|
2.618 |
700.8 |
|
4.250 |
683.8 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
735.3 |
731.0 |
| PP |
734.3 |
726.0 |
| S1 |
733.3 |
720.8 |
|