ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
700.1 |
698.4 |
-1.7 |
-0.2% |
708.1 |
| High |
700.8 |
698.4 |
-2.4 |
-0.3% |
708.9 |
| Low |
698.4 |
693.5 |
-4.9 |
-0.7% |
691.9 |
| Close |
699.6 |
696.7 |
-2.9 |
-0.4% |
699.6 |
| Range |
2.4 |
4.9 |
2.5 |
104.2% |
17.0 |
| ATR |
9.2 |
9.0 |
-0.2 |
-2.4% |
0.0 |
| Volume |
8 |
9 |
1 |
12.5% |
58 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.0 |
708.8 |
699.5 |
|
| R3 |
706.0 |
703.8 |
698.0 |
|
| R2 |
701.0 |
701.0 |
697.5 |
|
| R1 |
699.0 |
699.0 |
697.3 |
697.5 |
| PP |
696.3 |
696.3 |
696.3 |
695.5 |
| S1 |
694.0 |
694.0 |
696.3 |
692.8 |
| S2 |
691.3 |
691.3 |
695.8 |
|
| S3 |
686.5 |
689.0 |
695.3 |
|
| S4 |
681.5 |
684.3 |
694.0 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.3 |
742.3 |
709.0 |
|
| R3 |
734.3 |
725.3 |
704.3 |
|
| R2 |
717.3 |
717.3 |
702.8 |
|
| R1 |
708.3 |
708.3 |
701.3 |
704.3 |
| PP |
700.3 |
700.3 |
700.3 |
698.0 |
| S1 |
691.3 |
691.3 |
698.0 |
687.3 |
| S2 |
683.3 |
683.3 |
696.5 |
|
| S3 |
666.3 |
674.3 |
695.0 |
|
| S4 |
649.3 |
657.3 |
690.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719.3 |
|
2.618 |
711.3 |
|
1.618 |
706.3 |
|
1.000 |
703.3 |
|
0.618 |
701.5 |
|
HIGH |
698.5 |
|
0.618 |
696.5 |
|
0.500 |
696.0 |
|
0.382 |
695.3 |
|
LOW |
693.5 |
|
0.618 |
690.5 |
|
1.000 |
688.5 |
|
1.618 |
685.5 |
|
2.618 |
680.8 |
|
4.250 |
672.8 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
696.5 |
700.0 |
| PP |
696.3 |
699.0 |
| S1 |
696.0 |
697.8 |
|