ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
731.3 |
726.1 |
-5.2 |
-0.7% |
725.6 |
| High |
733.6 |
744.5 |
10.9 |
1.5% |
738.1 |
| Low |
720.2 |
724.0 |
3.8 |
0.5% |
713.3 |
| Close |
726.5 |
741.9 |
15.4 |
2.1% |
730.7 |
| Range |
13.4 |
20.5 |
7.1 |
53.0% |
24.8 |
| ATR |
14.3 |
14.8 |
0.4 |
3.1% |
0.0 |
| Volume |
152,719 |
133,884 |
-18,835 |
-12.3% |
427,980 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.3 |
790.5 |
753.3 |
|
| R3 |
777.8 |
770.0 |
747.5 |
|
| R2 |
757.3 |
757.3 |
745.8 |
|
| R1 |
749.5 |
749.5 |
743.8 |
753.5 |
| PP |
736.8 |
736.8 |
736.8 |
738.8 |
| S1 |
729.0 |
729.0 |
740.0 |
733.0 |
| S2 |
716.3 |
716.3 |
738.3 |
|
| S3 |
695.8 |
708.5 |
736.3 |
|
| S4 |
675.3 |
688.0 |
730.5 |
|
|
| 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 |
744.5 |
717.0 |
27.5 |
3.7% |
16.8 |
2.3% |
91% |
True |
False |
117,743 |
| 10 |
744.5 |
702.4 |
42.1 |
5.7% |
14.8 |
2.0% |
94% |
True |
False |
119,686 |
| 20 |
744.5 |
699.8 |
44.7 |
6.0% |
14.0 |
1.9% |
94% |
True |
False |
125,604 |
| 40 |
744.5 |
675.1 |
69.4 |
9.4% |
14.3 |
1.9% |
96% |
True |
False |
127,261 |
| 60 |
744.5 |
626.0 |
118.5 |
16.0% |
14.3 |
1.9% |
98% |
True |
False |
133,683 |
| 80 |
744.5 |
585.3 |
159.2 |
21.5% |
14.3 |
1.9% |
98% |
True |
False |
100,357 |
| 100 |
744.5 |
585.3 |
159.2 |
21.5% |
14.3 |
1.9% |
98% |
True |
False |
80,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
831.5 |
|
2.618 |
798.3 |
|
1.618 |
777.8 |
|
1.000 |
765.0 |
|
0.618 |
757.3 |
|
HIGH |
744.5 |
|
0.618 |
736.8 |
|
0.500 |
734.3 |
|
0.382 |
731.8 |
|
LOW |
724.0 |
|
0.618 |
711.3 |
|
1.000 |
703.5 |
|
1.618 |
690.8 |
|
2.618 |
670.3 |
|
4.250 |
637.0 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
739.3 |
738.5 |
| PP |
736.8 |
735.0 |
| S1 |
734.3 |
731.5 |
|