ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
697.7 |
710.6 |
12.9 |
1.8% |
708.1 |
| High |
710.5 |
712.8 |
2.3 |
0.3% |
708.9 |
| Low |
697.7 |
701.1 |
3.4 |
0.5% |
691.9 |
| Close |
710.7 |
713.8 |
3.1 |
0.4% |
699.6 |
| Range |
12.8 |
11.7 |
-1.1 |
-8.6% |
17.0 |
| ATR |
9.4 |
9.5 |
0.2 |
1.8% |
0.0 |
| Volume |
8 |
713 |
705 |
8,812.5% |
58 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.3 |
740.8 |
720.3 |
|
| R3 |
732.8 |
729.0 |
717.0 |
|
| R2 |
721.0 |
721.0 |
716.0 |
|
| R1 |
717.3 |
717.3 |
714.8 |
719.3 |
| PP |
709.3 |
709.3 |
709.3 |
710.0 |
| S1 |
705.8 |
705.8 |
712.8 |
707.5 |
| S2 |
697.5 |
697.5 |
711.8 |
|
| S3 |
685.8 |
694.0 |
710.5 |
|
| S4 |
674.3 |
682.3 |
707.3 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.3 |
742.3 |
709.0 |
|
| R3 |
734.3 |
725.3 |
704.3 |
|
| R2 |
717.3 |
717.3 |
702.8 |
|
| R1 |
708.3 |
708.3 |
701.3 |
704.3 |
| PP |
700.3 |
700.3 |
700.3 |
698.0 |
| S1 |
691.3 |
691.3 |
698.0 |
687.3 |
| S2 |
683.3 |
683.3 |
696.5 |
|
| S3 |
666.3 |
674.3 |
695.0 |
|
| S4 |
649.3 |
657.3 |
690.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
762.5 |
|
2.618 |
743.5 |
|
1.618 |
731.8 |
|
1.000 |
724.5 |
|
0.618 |
720.0 |
|
HIGH |
712.8 |
|
0.618 |
708.3 |
|
0.500 |
707.0 |
|
0.382 |
705.5 |
|
LOW |
701.0 |
|
0.618 |
693.8 |
|
1.000 |
689.5 |
|
1.618 |
682.3 |
|
2.618 |
670.5 |
|
4.250 |
651.5 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
711.5 |
710.3 |
| PP |
709.3 |
706.8 |
| S1 |
707.0 |
703.3 |
|