ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
680.6 |
685.5 |
4.9 |
0.7% |
669.6 |
| High |
688.0 |
690.0 |
2.0 |
0.3% |
690.0 |
| Low |
680.6 |
685.5 |
4.9 |
0.7% |
665.7 |
| Close |
681.7 |
688.1 |
6.4 |
0.9% |
688.1 |
| Range |
7.4 |
4.5 |
-2.9 |
-39.2% |
24.3 |
| ATR |
|
|
|
|
|
| Volume |
7 |
16 |
9 |
128.6% |
84 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.3 |
699.3 |
690.5 |
|
| R3 |
696.8 |
694.8 |
689.3 |
|
| R2 |
692.3 |
692.3 |
689.0 |
|
| R1 |
690.3 |
690.3 |
688.5 |
691.3 |
| PP |
687.8 |
687.8 |
687.8 |
688.5 |
| S1 |
685.8 |
685.8 |
687.8 |
686.8 |
| S2 |
683.3 |
683.3 |
687.3 |
|
| S3 |
678.8 |
681.3 |
686.8 |
|
| S4 |
674.3 |
676.8 |
685.5 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.3 |
745.5 |
701.5 |
|
| R3 |
729.8 |
721.3 |
694.8 |
|
| R2 |
705.5 |
705.5 |
692.5 |
|
| R1 |
696.8 |
696.8 |
690.3 |
701.3 |
| PP |
681.3 |
681.3 |
681.3 |
683.5 |
| S1 |
672.5 |
672.5 |
685.8 |
677.0 |
| S2 |
657.0 |
657.0 |
683.8 |
|
| S3 |
632.8 |
648.3 |
681.5 |
|
| S4 |
608.3 |
624.0 |
674.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709.0 |
|
2.618 |
701.8 |
|
1.618 |
697.3 |
|
1.000 |
694.5 |
|
0.618 |
692.8 |
|
HIGH |
690.0 |
|
0.618 |
688.3 |
|
0.500 |
687.8 |
|
0.382 |
687.3 |
|
LOW |
685.5 |
|
0.618 |
682.8 |
|
1.000 |
681.0 |
|
1.618 |
678.3 |
|
2.618 |
673.8 |
|
4.250 |
666.5 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
688.0 |
687.3 |
| PP |
687.8 |
686.3 |
| S1 |
687.8 |
685.3 |
|