ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
729.8 |
718.9 |
-10.9 |
-1.5% |
735.5 |
| High |
730.3 |
727.1 |
-3.2 |
-0.4% |
738.9 |
| Low |
717.3 |
716.3 |
-1.0 |
-0.1% |
717.3 |
| Close |
718.2 |
719.7 |
1.5 |
0.2% |
718.2 |
| Range |
13.0 |
10.8 |
-2.2 |
-16.9% |
21.6 |
| ATR |
13.9 |
13.6 |
-0.2 |
-1.6% |
0.0 |
| Volume |
138,902 |
113,575 |
-25,327 |
-18.2% |
594,145 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753.5 |
747.3 |
725.8 |
|
| R3 |
742.8 |
736.5 |
722.8 |
|
| R2 |
731.8 |
731.8 |
721.8 |
|
| R1 |
725.8 |
725.8 |
720.8 |
728.8 |
| PP |
721.0 |
721.0 |
721.0 |
722.5 |
| S1 |
715.0 |
715.0 |
718.8 |
718.0 |
| S2 |
710.3 |
710.3 |
717.8 |
|
| S3 |
699.5 |
704.3 |
716.8 |
|
| S4 |
688.8 |
693.3 |
713.8 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.5 |
775.5 |
730.0 |
|
| R3 |
768.0 |
754.0 |
724.3 |
|
| R2 |
746.5 |
746.5 |
722.3 |
|
| R1 |
732.3 |
732.3 |
720.3 |
728.5 |
| PP |
724.8 |
724.8 |
724.8 |
723.0 |
| S1 |
710.8 |
710.8 |
716.3 |
707.0 |
| S2 |
703.3 |
703.3 |
714.3 |
|
| S3 |
681.5 |
689.0 |
712.3 |
|
| S4 |
660.0 |
667.5 |
706.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.9 |
716.3 |
22.6 |
3.1% |
13.3 |
1.8% |
15% |
False |
True |
122,484 |
| 10 |
738.9 |
698.8 |
40.1 |
5.6% |
13.0 |
1.8% |
52% |
False |
False |
125,927 |
| 20 |
738.9 |
687.9 |
51.0 |
7.1% |
14.0 |
1.9% |
62% |
False |
False |
130,274 |
| 40 |
738.9 |
644.6 |
94.3 |
13.1% |
14.3 |
2.0% |
80% |
False |
False |
131,131 |
| 60 |
738.9 |
585.3 |
153.6 |
21.3% |
14.3 |
2.0% |
88% |
False |
False |
110,527 |
| 80 |
738.9 |
585.3 |
153.6 |
21.3% |
13.8 |
1.9% |
88% |
False |
False |
82,961 |
| 100 |
738.9 |
582.6 |
156.3 |
21.7% |
14.5 |
2.0% |
88% |
False |
False |
66,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773.0 |
|
2.618 |
755.3 |
|
1.618 |
744.5 |
|
1.000 |
738.0 |
|
0.618 |
733.8 |
|
HIGH |
727.0 |
|
0.618 |
723.0 |
|
0.500 |
721.8 |
|
0.382 |
720.5 |
|
LOW |
716.3 |
|
0.618 |
709.8 |
|
1.000 |
705.5 |
|
1.618 |
698.8 |
|
2.618 |
688.0 |
|
4.250 |
670.5 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
721.8 |
725.0 |
| PP |
721.0 |
723.3 |
| S1 |
720.3 |
721.5 |
|