ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
683.8 |
695.8 |
12.0 |
1.8% |
669.6 |
| High |
691.0 |
705.7 |
14.7 |
2.1% |
690.0 |
| Low |
682.1 |
695.8 |
13.7 |
2.0% |
665.7 |
| Close |
689.9 |
702.8 |
12.9 |
1.9% |
688.1 |
| Range |
8.9 |
9.9 |
1.0 |
11.2% |
24.3 |
| ATR |
9.6 |
10.0 |
0.4 |
4.6% |
0.0 |
| Volume |
7 |
8 |
1 |
14.3% |
84 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731.3 |
726.8 |
708.3 |
|
| R3 |
721.3 |
717.0 |
705.5 |
|
| R2 |
711.3 |
711.3 |
704.5 |
|
| R1 |
707.0 |
707.0 |
703.8 |
709.3 |
| PP |
701.5 |
701.5 |
701.5 |
702.5 |
| S1 |
697.3 |
697.3 |
702.0 |
699.3 |
| S2 |
691.5 |
691.5 |
701.0 |
|
| S3 |
681.8 |
687.3 |
700.0 |
|
| S4 |
671.8 |
677.3 |
697.3 |
|
|
| 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 |
747.8 |
|
2.618 |
731.5 |
|
1.618 |
721.8 |
|
1.000 |
715.5 |
|
0.618 |
711.8 |
|
HIGH |
705.8 |
|
0.618 |
702.0 |
|
0.500 |
700.8 |
|
0.382 |
699.5 |
|
LOW |
695.8 |
|
0.618 |
689.8 |
|
1.000 |
686.0 |
|
1.618 |
679.8 |
|
2.618 |
670.0 |
|
4.250 |
653.8 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
702.0 |
699.8 |
| PP |
701.5 |
696.8 |
| S1 |
700.8 |
694.0 |
|