ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 769.1 776.8 7.7 1.0% 776.2
High 778.4 781.2 2.8 0.4% 781.2
Low 767.3 774.9 7.6 1.0% 767.3
Close 776.8 777.1 0.3 0.0% 777.1
Range 11.1 6.3 -4.8 -43.2% 13.9
ATR 12.2 11.8 -0.4 -3.5% 0.0
Volume 49,257 270 -48,987 -99.5% 315,060
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 796.8 793.3 780.5
R3 790.3 786.8 778.8
R2 784.0 784.0 778.3
R1 780.5 780.5 777.8 782.3
PP 777.8 777.8 777.8 778.5
S1 774.3 774.3 776.5 776.0
S2 771.5 771.5 776.0
S3 765.3 768.0 775.5
S4 758.8 761.8 773.8
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 817.0 811.0 784.8
R3 803.0 797.0 781.0
R2 789.0 789.0 779.8
R1 783.0 783.0 778.5 786.0
PP 775.3 775.3 775.3 776.8
S1 769.3 769.3 775.8 772.3
S2 761.3 761.3 774.5
S3 747.5 755.3 773.3
S4 733.5 741.5 769.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 781.2 767.3 13.9 1.8% 8.5 1.1% 71% True False 63,012
10 781.2 749.7 31.5 4.1% 9.5 1.2% 87% True False 94,297
20 781.2 713.3 67.9 8.7% 12.3 1.6% 94% True False 105,852
40 781.2 691.3 89.9 11.6% 12.8 1.6% 95% True False 116,928
60 781.2 645.6 135.6 17.4% 13.5 1.7% 97% True False 123,147
80 781.2 592.3 188.9 24.3% 13.8 1.8% 98% True False 114,830
100 781.2 585.3 195.9 25.2% 13.5 1.7% 98% True False 91,926
120 781.2 582.6 198.6 25.6% 14.0 1.8% 98% True False 76,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 808.0
2.618 797.8
1.618 791.5
1.000 787.5
0.618 785.0
HIGH 781.3
0.618 778.8
0.500 778.0
0.382 777.3
LOW 775.0
0.618 771.0
1.000 768.5
1.618 764.8
2.618 758.5
4.250 748.0
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 778.0 776.3
PP 777.8 775.3
S1 777.5 774.3

These figures are updated between 7pm and 10pm EST after a trading day.

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