ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
721.4 |
725.6 |
4.2 |
0.6% |
718.9 |
| High |
724.7 |
732.5 |
7.8 |
1.1% |
727.1 |
| Low |
713.7 |
715.8 |
2.1 |
0.3% |
699.8 |
| Close |
723.6 |
727.3 |
3.7 |
0.5% |
723.6 |
| Range |
11.0 |
16.7 |
5.7 |
51.8% |
27.3 |
| ATR |
13.6 |
13.9 |
0.2 |
1.6% |
0.0 |
| Volume |
105,462 |
120,978 |
15,516 |
14.7% |
658,158 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.3 |
768.0 |
736.5 |
|
| R3 |
758.5 |
751.3 |
732.0 |
|
| R2 |
742.0 |
742.0 |
730.3 |
|
| R1 |
734.5 |
734.5 |
728.8 |
738.3 |
| PP |
725.3 |
725.3 |
725.3 |
727.0 |
| S1 |
718.0 |
718.0 |
725.8 |
721.5 |
| S2 |
708.5 |
708.5 |
724.3 |
|
| S3 |
691.8 |
701.3 |
722.8 |
|
| S4 |
675.0 |
684.5 |
718.0 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.8 |
788.5 |
738.5 |
|
| R3 |
771.5 |
761.3 |
731.0 |
|
| R2 |
744.3 |
744.3 |
728.5 |
|
| R1 |
733.8 |
733.8 |
726.0 |
739.0 |
| PP |
716.8 |
716.8 |
716.8 |
719.5 |
| S1 |
706.5 |
706.5 |
721.0 |
711.8 |
| S2 |
689.5 |
689.5 |
718.5 |
|
| S3 |
662.3 |
679.3 |
716.0 |
|
| S4 |
635.0 |
652.0 |
708.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
732.5 |
699.8 |
32.7 |
4.5% |
14.0 |
1.9% |
84% |
True |
False |
133,112 |
| 10 |
738.9 |
699.8 |
39.1 |
5.4% |
13.5 |
1.9% |
70% |
False |
False |
127,798 |
| 20 |
738.9 |
691.3 |
47.6 |
6.5% |
13.5 |
1.9% |
76% |
False |
False |
128,877 |
| 40 |
738.9 |
655.7 |
83.2 |
11.4% |
14.0 |
1.9% |
86% |
False |
False |
131,586 |
| 60 |
738.9 |
592.3 |
146.6 |
20.2% |
14.0 |
1.9% |
92% |
False |
False |
121,579 |
| 80 |
738.9 |
585.3 |
153.6 |
21.1% |
14.0 |
1.9% |
92% |
False |
False |
91,267 |
| 100 |
738.9 |
582.6 |
156.3 |
21.5% |
14.3 |
2.0% |
93% |
False |
False |
73,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.5 |
|
2.618 |
776.3 |
|
1.618 |
759.5 |
|
1.000 |
749.3 |
|
0.618 |
742.8 |
|
HIGH |
732.5 |
|
0.618 |
726.0 |
|
0.500 |
724.3 |
|
0.382 |
722.3 |
|
LOW |
715.8 |
|
0.618 |
705.5 |
|
1.000 |
699.0 |
|
1.618 |
688.8 |
|
2.618 |
672.0 |
|
4.250 |
644.8 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
726.3 |
725.0 |
| PP |
725.3 |
722.8 |
| S1 |
724.3 |
720.5 |
|