ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
696.0 |
694.7 |
-1.3 |
-0.2% |
689.4 |
| High |
698.2 |
694.7 |
-3.5 |
-0.5% |
707.5 |
| Low |
696.0 |
688.1 |
-7.9 |
-1.1% |
682.1 |
| Close |
704.2 |
691.9 |
-12.3 |
-1.7% |
700.3 |
| Range |
2.2 |
6.6 |
4.4 |
200.0% |
25.4 |
| ATR |
9.2 |
9.7 |
0.5 |
5.3% |
0.0 |
| Volume |
9 |
2 |
-7 |
-77.8% |
27 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.3 |
708.3 |
695.5 |
|
| R3 |
704.8 |
701.8 |
693.8 |
|
| R2 |
698.3 |
698.3 |
693.0 |
|
| R1 |
695.0 |
695.0 |
692.5 |
693.3 |
| PP |
691.5 |
691.5 |
691.5 |
690.8 |
| S1 |
688.5 |
688.5 |
691.3 |
686.8 |
| S2 |
685.0 |
685.0 |
690.8 |
|
| S3 |
678.3 |
681.8 |
690.0 |
|
| S4 |
671.8 |
675.3 |
688.3 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.8 |
762.0 |
714.3 |
|
| R3 |
747.5 |
736.5 |
707.3 |
|
| R2 |
722.0 |
722.0 |
705.0 |
|
| R1 |
711.3 |
711.3 |
702.8 |
716.5 |
| PP |
696.8 |
696.8 |
696.8 |
699.3 |
| S1 |
685.8 |
685.8 |
698.0 |
691.3 |
| S2 |
671.3 |
671.3 |
695.8 |
|
| S3 |
645.8 |
660.3 |
693.3 |
|
| S4 |
620.5 |
635.0 |
686.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722.8 |
|
2.618 |
712.0 |
|
1.618 |
705.5 |
|
1.000 |
701.3 |
|
0.618 |
698.8 |
|
HIGH |
694.8 |
|
0.618 |
692.3 |
|
0.500 |
691.5 |
|
0.382 |
690.5 |
|
LOW |
688.0 |
|
0.618 |
684.0 |
|
1.000 |
681.5 |
|
1.618 |
677.5 |
|
2.618 |
670.8 |
|
4.250 |
660.0 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
691.8 |
697.8 |
| PP |
691.5 |
695.8 |
| S1 |
691.5 |
693.8 |
|