ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
685.5 |
689.4 |
3.9 |
0.6% |
669.6 |
| High |
690.0 |
694.0 |
4.0 |
0.6% |
690.0 |
| Low |
685.5 |
687.9 |
2.4 |
0.4% |
665.7 |
| Close |
688.1 |
689.7 |
1.6 |
0.2% |
688.1 |
| Range |
4.5 |
6.1 |
1.6 |
35.6% |
24.3 |
| ATR |
0.0 |
9.6 |
9.6 |
|
0.0 |
| Volume |
16 |
6 |
-10 |
-62.5% |
84 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.8 |
705.3 |
693.0 |
|
| R3 |
702.8 |
699.3 |
691.5 |
|
| R2 |
696.8 |
696.8 |
690.8 |
|
| R1 |
693.3 |
693.3 |
690.3 |
695.0 |
| PP |
690.5 |
690.5 |
690.5 |
691.5 |
| S1 |
687.0 |
687.0 |
689.3 |
688.8 |
| S2 |
684.5 |
684.5 |
688.5 |
|
| S3 |
678.3 |
681.0 |
688.0 |
|
| S4 |
672.3 |
674.8 |
686.3 |
|
|
| 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 |
720.0 |
|
2.618 |
710.0 |
|
1.618 |
703.8 |
|
1.000 |
700.0 |
|
0.618 |
697.8 |
|
HIGH |
694.0 |
|
0.618 |
691.8 |
|
0.500 |
691.0 |
|
0.382 |
690.3 |
|
LOW |
688.0 |
|
0.618 |
684.3 |
|
1.000 |
681.8 |
|
1.618 |
678.0 |
|
2.618 |
672.0 |
|
4.250 |
662.0 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
691.0 |
689.0 |
| PP |
690.5 |
688.0 |
| S1 |
690.0 |
687.3 |
|