ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
704.4 |
707.5 |
3.1 |
0.4% |
689.4 |
| High |
704.4 |
707.5 |
3.1 |
0.4% |
707.5 |
| Low |
704.4 |
695.4 |
-9.0 |
-1.3% |
682.1 |
| Close |
704.4 |
700.3 |
-4.1 |
-0.6% |
700.3 |
| Range |
0.0 |
12.1 |
12.1 |
|
25.4 |
| ATR |
9.4 |
9.6 |
0.2 |
2.0% |
0.0 |
| Volume |
0 |
6 |
6 |
|
27 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737.3 |
731.0 |
707.0 |
|
| R3 |
725.3 |
718.8 |
703.8 |
|
| R2 |
713.3 |
713.3 |
702.5 |
|
| R1 |
706.8 |
706.8 |
701.5 |
704.0 |
| PP |
701.0 |
701.0 |
701.0 |
699.8 |
| S1 |
694.8 |
694.8 |
699.3 |
691.8 |
| S2 |
689.0 |
689.0 |
698.0 |
|
| S3 |
676.8 |
682.5 |
697.0 |
|
| S4 |
664.8 |
670.5 |
693.8 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.8 |
762.0 |
714.3 |
|
| R3 |
747.5 |
736.5 |
707.3 |
|
| R2 |
722.0 |
722.0 |
705.0 |
|
| R1 |
711.3 |
711.3 |
702.8 |
716.5 |
| PP |
696.8 |
696.8 |
696.8 |
699.3 |
| S1 |
685.8 |
685.8 |
698.0 |
691.3 |
| S2 |
671.3 |
671.3 |
695.8 |
|
| S3 |
645.8 |
660.3 |
693.3 |
|
| S4 |
620.5 |
635.0 |
686.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759.0 |
|
2.618 |
739.3 |
|
1.618 |
727.0 |
|
1.000 |
719.5 |
|
0.618 |
715.0 |
|
HIGH |
707.5 |
|
0.618 |
703.0 |
|
0.500 |
701.5 |
|
0.382 |
700.0 |
|
LOW |
695.5 |
|
0.618 |
688.0 |
|
1.000 |
683.3 |
|
1.618 |
675.8 |
|
2.618 |
663.8 |
|
4.250 |
644.0 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
701.5 |
701.5 |
| PP |
701.0 |
701.0 |
| S1 |
700.8 |
700.8 |
|