ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
717.0 |
706.2 |
-10.8 |
-1.5% |
735.5 |
| High |
719.3 |
709.0 |
-10.3 |
-1.4% |
738.9 |
| Low |
699.8 |
702.4 |
2.6 |
0.4% |
717.3 |
| Close |
705.0 |
706.6 |
1.6 |
0.2% |
718.2 |
| Range |
19.5 |
6.6 |
-12.9 |
-66.2% |
21.6 |
| ATR |
14.1 |
13.5 |
-0.5 |
-3.8% |
0.0 |
| Volume |
198,082 |
108,704 |
-89,378 |
-45.1% |
594,145 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725.8 |
722.8 |
710.3 |
|
| R3 |
719.3 |
716.3 |
708.5 |
|
| R2 |
712.5 |
712.5 |
707.8 |
|
| R1 |
709.5 |
709.5 |
707.3 |
711.0 |
| PP |
706.0 |
706.0 |
706.0 |
706.8 |
| S1 |
703.0 |
703.0 |
706.0 |
704.5 |
| S2 |
699.5 |
699.5 |
705.5 |
|
| S3 |
692.8 |
696.5 |
704.8 |
|
| S4 |
686.3 |
689.8 |
703.0 |
|
|
| 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 |
733.8 |
699.8 |
34.0 |
4.8% |
12.0 |
1.7% |
20% |
False |
False |
132,120 |
| 10 |
738.9 |
699.8 |
39.1 |
5.5% |
12.8 |
1.8% |
17% |
False |
False |
128,002 |
| 20 |
738.9 |
688.1 |
50.8 |
7.2% |
13.5 |
1.9% |
36% |
False |
False |
129,559 |
| 40 |
738.9 |
644.6 |
94.3 |
13.3% |
14.3 |
2.0% |
66% |
False |
False |
132,010 |
| 60 |
738.9 |
592.3 |
146.6 |
20.7% |
14.0 |
2.0% |
78% |
False |
False |
115,628 |
| 80 |
738.9 |
585.3 |
153.6 |
21.7% |
13.8 |
2.0% |
79% |
False |
False |
86,791 |
| 100 |
738.9 |
582.6 |
156.3 |
22.1% |
14.3 |
2.0% |
79% |
False |
False |
69,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737.0 |
|
2.618 |
726.3 |
|
1.618 |
719.8 |
|
1.000 |
715.5 |
|
0.618 |
713.0 |
|
HIGH |
709.0 |
|
0.618 |
706.5 |
|
0.500 |
705.8 |
|
0.382 |
705.0 |
|
LOW |
702.5 |
|
0.618 |
698.3 |
|
1.000 |
695.8 |
|
1.618 |
691.8 |
|
2.618 |
685.0 |
|
4.250 |
674.3 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
706.3 |
713.5 |
| PP |
706.0 |
711.3 |
| S1 |
705.8 |
709.0 |
|