ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
725.6 |
725.8 |
0.2 |
0.0% |
718.9 |
| High |
732.5 |
726.1 |
-6.4 |
-0.9% |
727.1 |
| Low |
715.8 |
713.3 |
-2.5 |
-0.3% |
699.8 |
| Close |
727.3 |
719.6 |
-7.7 |
-1.1% |
723.6 |
| Range |
16.7 |
12.8 |
-3.9 |
-23.4% |
27.3 |
| ATR |
13.9 |
13.9 |
0.0 |
0.1% |
0.0 |
| Volume |
120,978 |
140,671 |
19,693 |
16.3% |
658,158 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758.0 |
751.8 |
726.8 |
|
| R3 |
745.3 |
738.8 |
723.0 |
|
| R2 |
732.5 |
732.5 |
722.0 |
|
| R1 |
726.0 |
726.0 |
720.8 |
722.8 |
| PP |
719.8 |
719.8 |
719.8 |
718.0 |
| S1 |
713.3 |
713.3 |
718.5 |
710.0 |
| S2 |
706.8 |
706.8 |
717.3 |
|
| S3 |
694.0 |
700.5 |
716.0 |
|
| S4 |
681.3 |
687.8 |
712.5 |
|
|
| 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 |
702.4 |
30.1 |
4.2% |
12.5 |
1.8% |
57% |
False |
False |
121,630 |
| 10 |
734.0 |
699.8 |
34.2 |
4.8% |
13.3 |
1.8% |
58% |
False |
False |
129,545 |
| 20 |
738.9 |
691.3 |
47.6 |
6.6% |
13.8 |
1.9% |
59% |
False |
False |
130,475 |
| 40 |
738.9 |
663.0 |
75.9 |
10.5% |
14.0 |
1.9% |
75% |
False |
False |
130,983 |
| 60 |
738.9 |
601.3 |
137.6 |
19.1% |
14.0 |
1.9% |
86% |
False |
False |
123,914 |
| 80 |
738.9 |
585.3 |
153.6 |
21.3% |
14.0 |
1.9% |
87% |
False |
False |
93,022 |
| 100 |
738.9 |
582.6 |
156.3 |
21.7% |
14.3 |
2.0% |
88% |
False |
False |
74,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780.5 |
|
2.618 |
759.5 |
|
1.618 |
746.8 |
|
1.000 |
739.0 |
|
0.618 |
734.0 |
|
HIGH |
726.0 |
|
0.618 |
721.3 |
|
0.500 |
719.8 |
|
0.382 |
718.3 |
|
LOW |
713.3 |
|
0.618 |
705.5 |
|
1.000 |
700.5 |
|
1.618 |
692.5 |
|
2.618 |
679.8 |
|
4.250 |
659.0 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
719.8 |
723.0 |
| PP |
719.8 |
721.8 |
| S1 |
719.8 |
720.8 |
|