ICE Russell 2000 Mini Future December 2010
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
668.7 |
688.2 |
19.5 |
2.9% |
668.0 |
High |
688.5 |
690.0 |
1.5 |
0.2% |
683.8 |
Low |
667.2 |
680.4 |
13.2 |
2.0% |
655.7 |
Close |
686.3 |
684.7 |
-1.6 |
-0.2% |
678.2 |
Range |
21.3 |
9.6 |
-11.7 |
-54.9% |
28.1 |
ATR |
14.9 |
14.5 |
-0.4 |
-2.5% |
0.0 |
Volume |
159,952 |
108,032 |
-51,920 |
-32.5% |
714,603 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713.8 |
708.8 |
690.0 |
|
R3 |
704.3 |
699.3 |
687.3 |
|
R2 |
694.8 |
694.8 |
686.5 |
|
R1 |
689.8 |
689.8 |
685.5 |
687.3 |
PP |
685.0 |
685.0 |
685.0 |
684.0 |
S1 |
680.0 |
680.0 |
683.8 |
677.8 |
S2 |
675.5 |
675.5 |
683.0 |
|
S3 |
665.8 |
670.5 |
682.0 |
|
S4 |
656.3 |
660.8 |
679.5 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756.8 |
745.8 |
693.8 |
|
R3 |
728.8 |
717.5 |
686.0 |
|
R2 |
700.8 |
700.8 |
683.3 |
|
R1 |
689.5 |
689.5 |
680.8 |
695.0 |
PP |
672.5 |
672.5 |
672.5 |
675.5 |
S1 |
661.3 |
661.3 |
675.5 |
667.0 |
S2 |
644.5 |
644.5 |
673.0 |
|
S3 |
616.3 |
633.3 |
670.5 |
|
S4 |
588.3 |
605.3 |
662.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
690.0 |
663.0 |
27.0 |
3.9% |
14.8 |
2.2% |
80% |
True |
False |
143,295 |
10 |
690.0 |
644.6 |
45.4 |
6.6% |
15.0 |
2.2% |
88% |
True |
False |
138,614 |
20 |
690.0 |
626.9 |
63.1 |
9.2% |
14.3 |
2.1% |
92% |
True |
False |
149,707 |
40 |
690.0 |
585.3 |
104.7 |
15.3% |
14.0 |
2.0% |
95% |
True |
False |
76,151 |
60 |
690.0 |
585.3 |
104.7 |
15.3% |
14.3 |
2.1% |
95% |
True |
False |
50,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730.8 |
2.618 |
715.3 |
1.618 |
705.5 |
1.000 |
699.5 |
0.618 |
696.0 |
HIGH |
690.0 |
0.618 |
686.3 |
0.500 |
685.3 |
0.382 |
684.0 |
LOW |
680.5 |
0.618 |
674.5 |
1.000 |
670.8 |
1.618 |
664.8 |
2.618 |
655.3 |
4.250 |
639.5 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
685.3 |
682.0 |
PP |
685.0 |
679.3 |
S1 |
684.8 |
676.5 |
|