ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
733.1 |
726.1 |
-7.0 |
-1.0% |
706.7 |
| High |
738.9 |
734.0 |
-4.9 |
-0.7% |
738.4 |
| Low |
721.8 |
719.6 |
-2.2 |
-0.3% |
691.3 |
| Close |
725.8 |
726.6 |
0.8 |
0.1% |
736.2 |
| Range |
17.1 |
14.4 |
-2.7 |
-15.8% |
47.1 |
| ATR |
14.1 |
14.2 |
0.0 |
0.1% |
0.0 |
| Volume |
123,193 |
135,411 |
12,218 |
9.9% |
701,656 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.0 |
762.8 |
734.5 |
|
| R3 |
755.5 |
748.3 |
730.5 |
|
| R2 |
741.3 |
741.3 |
729.3 |
|
| R1 |
733.8 |
733.8 |
728.0 |
737.5 |
| PP |
726.8 |
726.8 |
726.8 |
728.5 |
| S1 |
719.5 |
719.5 |
725.3 |
723.0 |
| S2 |
712.3 |
712.3 |
724.0 |
|
| S3 |
698.0 |
705.0 |
722.8 |
|
| S4 |
683.5 |
690.8 |
718.8 |
|
|
| 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 |
715.5 |
23.4 |
3.2% |
13.5 |
1.8% |
47% |
False |
False |
123,885 |
| 10 |
738.9 |
691.3 |
47.6 |
6.6% |
14.3 |
1.9% |
74% |
False |
False |
130,918 |
| 20 |
738.9 |
687.9 |
51.0 |
7.0% |
14.3 |
1.9% |
76% |
False |
False |
132,666 |
| 40 |
738.9 |
638.9 |
100.0 |
13.8% |
14.5 |
2.0% |
88% |
False |
False |
133,369 |
| 60 |
738.9 |
585.3 |
153.6 |
21.1% |
14.3 |
2.0% |
92% |
False |
False |
104,646 |
| 80 |
738.9 |
585.3 |
153.6 |
21.1% |
14.0 |
1.9% |
92% |
False |
False |
78,545 |
| 100 |
738.9 |
582.6 |
156.3 |
21.5% |
14.5 |
2.0% |
92% |
False |
False |
62,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795.3 |
|
2.618 |
771.8 |
|
1.618 |
757.3 |
|
1.000 |
748.5 |
|
0.618 |
743.0 |
|
HIGH |
734.0 |
|
0.618 |
728.5 |
|
0.500 |
726.8 |
|
0.382 |
725.0 |
|
LOW |
719.5 |
|
0.618 |
710.8 |
|
1.000 |
705.3 |
|
1.618 |
696.3 |
|
2.618 |
682.0 |
|
4.250 |
658.5 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
726.8 |
729.3 |
| PP |
726.8 |
728.3 |
| S1 |
726.8 |
727.5 |
|