ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
726.1 |
727.8 |
1.7 |
0.2% |
706.7 |
| High |
734.0 |
733.8 |
-0.2 |
0.0% |
738.4 |
| Low |
719.6 |
723.1 |
3.5 |
0.5% |
691.3 |
| Close |
726.6 |
730.4 |
3.8 |
0.5% |
736.2 |
| Range |
14.4 |
10.7 |
-3.7 |
-25.7% |
47.1 |
| ATR |
14.2 |
13.9 |
-0.2 |
-1.7% |
0.0 |
| Volume |
135,411 |
101,339 |
-34,072 |
-25.2% |
701,656 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761.3 |
756.5 |
736.3 |
|
| R3 |
750.5 |
745.8 |
733.3 |
|
| R2 |
739.8 |
739.8 |
732.3 |
|
| R1 |
735.0 |
735.0 |
731.5 |
737.5 |
| PP |
729.0 |
729.0 |
729.0 |
730.3 |
| S1 |
724.5 |
724.5 |
729.5 |
726.8 |
| S2 |
718.5 |
718.5 |
728.5 |
|
| S3 |
707.8 |
713.8 |
727.5 |
|
| S4 |
697.0 |
703.0 |
724.5 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.3 |
846.8 |
762.0 |
|
| R3 |
816.3 |
799.8 |
749.3 |
|
| R2 |
769.0 |
769.0 |
744.8 |
|
| R1 |
752.8 |
752.8 |
740.5 |
760.8 |
| PP |
722.0 |
722.0 |
722.0 |
726.0 |
| S1 |
705.5 |
705.5 |
732.0 |
713.8 |
| S2 |
674.8 |
674.8 |
727.5 |
|
| S3 |
627.8 |
658.5 |
723.3 |
|
| S4 |
580.8 |
611.3 |
710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.9 |
719.6 |
19.3 |
2.6% |
12.0 |
1.7% |
56% |
False |
False |
114,576 |
| 10 |
738.9 |
691.3 |
47.6 |
6.5% |
13.8 |
1.9% |
82% |
False |
False |
128,088 |
| 20 |
738.9 |
687.9 |
51.0 |
7.0% |
14.0 |
1.9% |
83% |
False |
False |
130,385 |
| 40 |
738.9 |
638.9 |
100.0 |
13.7% |
14.5 |
2.0% |
92% |
False |
False |
132,267 |
| 60 |
738.9 |
585.3 |
153.6 |
21.0% |
14.3 |
1.9% |
94% |
False |
False |
106,332 |
| 80 |
738.9 |
585.3 |
153.6 |
21.0% |
14.0 |
1.9% |
94% |
False |
False |
79,811 |
| 100 |
738.9 |
582.6 |
156.3 |
21.4% |
14.5 |
2.0% |
95% |
False |
False |
63,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779.3 |
|
2.618 |
761.8 |
|
1.618 |
751.0 |
|
1.000 |
744.5 |
|
0.618 |
740.5 |
|
HIGH |
733.8 |
|
0.618 |
729.8 |
|
0.500 |
728.5 |
|
0.382 |
727.3 |
|
LOW |
723.0 |
|
0.618 |
716.5 |
|
1.000 |
712.5 |
|
1.618 |
705.8 |
|
2.618 |
695.0 |
|
4.250 |
677.5 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
729.8 |
730.0 |
| PP |
729.0 |
729.8 |
| S1 |
728.5 |
729.3 |
|