ICE Russell 2000 Mini Future March 2011
| 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 |
667.4 |
687.1 |
19.7 |
3.0% |
667.2 |
| High |
685.2 |
687.4 |
2.2 |
0.3% |
679.0 |
| Low |
667.4 |
681.0 |
13.6 |
2.0% |
655.5 |
| Close |
683.8 |
682.1 |
-1.7 |
-0.2% |
675.7 |
| Range |
17.8 |
6.4 |
-11.4 |
-64.0% |
23.5 |
| ATR |
|
|
|
|
|
| Volume |
5 |
29 |
24 |
480.0% |
111 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.8 |
698.8 |
685.5 |
|
| R3 |
696.3 |
692.5 |
683.8 |
|
| R2 |
690.0 |
690.0 |
683.3 |
|
| R1 |
686.0 |
686.0 |
682.8 |
684.8 |
| PP |
683.5 |
683.5 |
683.5 |
683.0 |
| S1 |
679.5 |
679.5 |
681.5 |
678.3 |
| S2 |
677.0 |
677.0 |
681.0 |
|
| S3 |
670.8 |
673.3 |
680.3 |
|
| S4 |
664.3 |
666.8 |
678.5 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740.5 |
731.8 |
688.5 |
|
| R3 |
717.0 |
708.3 |
682.3 |
|
| R2 |
693.5 |
693.5 |
680.0 |
|
| R1 |
684.8 |
684.8 |
677.8 |
689.0 |
| PP |
670.0 |
670.0 |
670.0 |
672.3 |
| S1 |
661.3 |
661.3 |
673.5 |
665.5 |
| S2 |
646.5 |
646.5 |
671.5 |
|
| S3 |
623.0 |
637.8 |
669.3 |
|
| S4 |
599.5 |
614.3 |
662.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714.5 |
|
2.618 |
704.3 |
|
1.618 |
697.8 |
|
1.000 |
693.8 |
|
0.618 |
691.3 |
|
HIGH |
687.5 |
|
0.618 |
685.0 |
|
0.500 |
684.3 |
|
0.382 |
683.5 |
|
LOW |
681.0 |
|
0.618 |
677.0 |
|
1.000 |
674.5 |
|
1.618 |
670.8 |
|
2.618 |
664.3 |
|
4.250 |
653.8 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
684.3 |
680.3 |
| PP |
683.5 |
678.5 |
| S1 |
682.8 |
676.5 |
|