ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
729.1 |
731.2 |
2.1 |
0.3% |
698.4 |
| High |
734.7 |
733.4 |
-1.3 |
-0.2% |
734.7 |
| Low |
729.1 |
730.2 |
1.1 |
0.2% |
693.5 |
| Close |
733.7 |
732.0 |
-1.7 |
-0.2% |
733.7 |
| Range |
5.6 |
3.2 |
-2.4 |
-42.9% |
41.2 |
| ATR |
9.7 |
9.2 |
-0.4 |
-4.6% |
0.0 |
| Volume |
2,167 |
1,705 |
-462 |
-21.3% |
3,182 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741.5 |
740.0 |
733.8 |
|
| R3 |
738.3 |
736.8 |
733.0 |
|
| R2 |
735.0 |
735.0 |
732.5 |
|
| R1 |
733.5 |
733.5 |
732.3 |
734.3 |
| PP |
731.8 |
731.8 |
731.8 |
732.3 |
| S1 |
730.3 |
730.3 |
731.8 |
731.0 |
| S2 |
728.8 |
728.8 |
731.5 |
|
| S3 |
725.5 |
727.3 |
731.0 |
|
| S4 |
722.3 |
724.0 |
730.3 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.3 |
830.3 |
756.3 |
|
| R3 |
803.0 |
789.0 |
745.0 |
|
| R2 |
761.8 |
761.8 |
741.3 |
|
| R1 |
747.8 |
747.8 |
737.5 |
754.8 |
| PP |
720.8 |
720.8 |
720.8 |
724.3 |
| S1 |
706.5 |
706.5 |
730.0 |
713.5 |
| S2 |
679.5 |
679.5 |
726.3 |
|
| S3 |
638.3 |
665.3 |
722.3 |
|
| S4 |
597.0 |
624.3 |
711.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
747.0 |
|
2.618 |
741.8 |
|
1.618 |
738.5 |
|
1.000 |
736.5 |
|
0.618 |
735.5 |
|
HIGH |
733.5 |
|
0.618 |
732.3 |
|
0.500 |
731.8 |
|
0.382 |
731.5 |
|
LOW |
730.3 |
|
0.618 |
728.3 |
|
1.000 |
727.0 |
|
1.618 |
725.0 |
|
2.618 |
721.8 |
|
4.250 |
716.5 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
732.0 |
729.5 |
| PP |
731.8 |
727.0 |
| S1 |
731.8 |
724.8 |
|