ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
733.4 |
731.3 |
-2.1 |
-0.3% |
725.6 |
| High |
737.1 |
733.6 |
-3.5 |
-0.5% |
738.1 |
| Low |
718.6 |
720.2 |
1.6 |
0.2% |
713.3 |
| Close |
730.6 |
726.5 |
-4.1 |
-0.6% |
730.7 |
| Range |
18.5 |
13.4 |
-5.1 |
-27.6% |
24.8 |
| ATR |
14.4 |
14.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
135,785 |
152,719 |
16,934 |
12.5% |
427,980 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.0 |
760.3 |
733.8 |
|
| R3 |
753.5 |
746.8 |
730.3 |
|
| R2 |
740.3 |
740.3 |
729.0 |
|
| R1 |
733.3 |
733.3 |
727.8 |
730.0 |
| PP |
726.8 |
726.8 |
726.8 |
725.0 |
| S1 |
720.0 |
720.0 |
725.3 |
716.8 |
| S2 |
713.3 |
713.3 |
724.0 |
|
| S3 |
700.0 |
706.5 |
722.8 |
|
| S4 |
686.5 |
693.3 |
719.3 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.8 |
791.0 |
744.3 |
|
| R3 |
777.0 |
766.3 |
737.5 |
|
| R2 |
752.3 |
752.3 |
735.3 |
|
| R1 |
741.5 |
741.5 |
733.0 |
746.8 |
| PP |
727.3 |
727.3 |
727.3 |
730.0 |
| S1 |
716.8 |
716.8 |
728.5 |
722.0 |
| S2 |
702.5 |
702.5 |
726.3 |
|
| S3 |
677.8 |
691.8 |
724.0 |
|
| S4 |
653.0 |
667.0 |
717.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.1 |
713.3 |
24.8 |
3.4% |
15.3 |
2.1% |
53% |
False |
False |
119,101 |
| 10 |
738.1 |
699.8 |
38.3 |
5.3% |
14.5 |
2.0% |
70% |
False |
False |
126,106 |
| 20 |
738.9 |
698.8 |
40.1 |
5.5% |
13.8 |
1.9% |
69% |
False |
False |
126,017 |
| 40 |
738.9 |
667.2 |
71.7 |
9.9% |
14.3 |
2.0% |
83% |
False |
False |
127,913 |
| 60 |
738.9 |
625.3 |
113.6 |
15.6% |
14.3 |
1.9% |
89% |
False |
False |
131,453 |
| 80 |
738.9 |
585.3 |
153.6 |
21.1% |
14.3 |
2.0% |
92% |
False |
False |
98,684 |
| 100 |
738.9 |
585.3 |
153.6 |
21.1% |
14.3 |
2.0% |
92% |
False |
False |
79,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790.5 |
|
2.618 |
768.8 |
|
1.618 |
755.3 |
|
1.000 |
747.0 |
|
0.618 |
742.0 |
|
HIGH |
733.5 |
|
0.618 |
728.5 |
|
0.500 |
727.0 |
|
0.382 |
725.3 |
|
LOW |
720.3 |
|
0.618 |
712.0 |
|
1.000 |
706.8 |
|
1.618 |
698.5 |
|
2.618 |
685.0 |
|
4.250 |
663.3 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
727.0 |
728.3 |
| PP |
726.8 |
727.8 |
| S1 |
726.8 |
727.0 |
|