ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
725.8 |
720.6 |
-5.2 |
-0.7% |
718.9 |
| High |
726.1 |
736.6 |
10.5 |
1.4% |
727.1 |
| Low |
713.3 |
717.0 |
3.7 |
0.5% |
699.8 |
| Close |
719.6 |
735.6 |
16.0 |
2.2% |
723.6 |
| Range |
12.8 |
19.6 |
6.8 |
53.1% |
27.3 |
| ATR |
13.9 |
14.3 |
0.4 |
3.0% |
0.0 |
| Volume |
140,671 |
121,054 |
-19,617 |
-13.9% |
658,158 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.5 |
781.8 |
746.5 |
|
| R3 |
769.0 |
762.0 |
741.0 |
|
| R2 |
749.3 |
749.3 |
739.3 |
|
| R1 |
742.5 |
742.5 |
737.5 |
746.0 |
| PP |
729.8 |
729.8 |
729.8 |
731.5 |
| S1 |
722.8 |
722.8 |
733.8 |
726.3 |
| S2 |
710.3 |
710.3 |
732.0 |
|
| S3 |
690.5 |
703.3 |
730.3 |
|
| S4 |
671.0 |
683.8 |
724.8 |
|
|
| 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 |
736.6 |
708.4 |
28.2 |
3.8% |
15.3 |
2.1% |
96% |
True |
False |
124,100 |
| 10 |
736.6 |
699.8 |
36.8 |
5.0% |
13.8 |
1.9% |
97% |
True |
False |
128,110 |
| 20 |
738.9 |
691.3 |
47.6 |
6.5% |
14.0 |
1.9% |
93% |
False |
False |
129,514 |
| 40 |
738.9 |
663.0 |
75.9 |
10.3% |
14.3 |
1.9% |
96% |
False |
False |
130,781 |
| 60 |
738.9 |
619.1 |
119.8 |
16.3% |
13.8 |
1.9% |
97% |
False |
False |
125,919 |
| 80 |
738.9 |
585.3 |
153.6 |
20.9% |
14.0 |
1.9% |
98% |
False |
False |
94,524 |
| 100 |
738.9 |
585.3 |
153.6 |
20.9% |
14.3 |
1.9% |
98% |
False |
False |
75,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820.0 |
|
2.618 |
788.0 |
|
1.618 |
768.3 |
|
1.000 |
756.3 |
|
0.618 |
748.8 |
|
HIGH |
736.5 |
|
0.618 |
729.0 |
|
0.500 |
726.8 |
|
0.382 |
724.5 |
|
LOW |
717.0 |
|
0.618 |
705.0 |
|
1.000 |
697.5 |
|
1.618 |
685.3 |
|
2.618 |
665.8 |
|
4.250 |
633.8 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
732.8 |
732.0 |
| PP |
729.8 |
728.5 |
| S1 |
726.8 |
725.0 |
|