ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
735.5 |
733.1 |
-2.4 |
-0.3% |
706.7 |
| High |
737.6 |
738.9 |
1.3 |
0.2% |
738.4 |
| Low |
729.7 |
721.8 |
-7.9 |
-1.1% |
691.3 |
| Close |
734.1 |
725.8 |
-8.3 |
-1.1% |
736.2 |
| Range |
7.9 |
17.1 |
9.2 |
116.5% |
47.1 |
| ATR |
13.9 |
14.1 |
0.2 |
1.6% |
0.0 |
| Volume |
95,300 |
123,193 |
27,893 |
29.3% |
701,656 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.3 |
770.0 |
735.3 |
|
| R3 |
763.0 |
753.0 |
730.5 |
|
| R2 |
746.0 |
746.0 |
729.0 |
|
| R1 |
735.8 |
735.8 |
727.3 |
732.3 |
| PP |
728.8 |
728.8 |
728.8 |
727.0 |
| S1 |
718.8 |
718.8 |
724.3 |
715.3 |
| S2 |
711.8 |
711.8 |
722.8 |
|
| S3 |
694.8 |
701.8 |
721.0 |
|
| S4 |
677.5 |
684.5 |
716.5 |
|
|
| 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 |
738.9 |
703.3 |
35.6 |
4.9% |
13.3 |
1.8% |
63% |
True |
False |
125,583 |
| 10 |
738.9 |
691.3 |
47.6 |
6.6% |
14.3 |
2.0% |
72% |
True |
False |
131,404 |
| 20 |
738.9 |
687.9 |
51.0 |
7.0% |
14.3 |
2.0% |
74% |
True |
False |
132,781 |
| 40 |
738.9 |
638.9 |
100.0 |
13.8% |
14.5 |
2.0% |
87% |
True |
False |
134,604 |
| 60 |
738.9 |
585.3 |
153.6 |
21.2% |
14.3 |
2.0% |
91% |
True |
False |
102,390 |
| 80 |
738.9 |
585.3 |
153.6 |
21.2% |
14.0 |
1.9% |
91% |
True |
False |
76,856 |
| 100 |
738.9 |
582.6 |
156.3 |
21.5% |
14.3 |
2.0% |
92% |
True |
False |
61,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811.5 |
|
2.618 |
783.8 |
|
1.618 |
766.5 |
|
1.000 |
756.0 |
|
0.618 |
749.5 |
|
HIGH |
739.0 |
|
0.618 |
732.3 |
|
0.500 |
730.3 |
|
0.382 |
728.3 |
|
LOW |
721.8 |
|
0.618 |
711.3 |
|
1.000 |
704.8 |
|
1.618 |
694.3 |
|
2.618 |
677.0 |
|
4.250 |
649.0 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
730.3 |
730.3 |
| PP |
728.8 |
728.8 |
| S1 |
727.3 |
727.3 |
|