ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 726.1 742.2 16.1 2.2% 725.6
High 744.5 752.7 8.2 1.1% 738.1
Low 724.0 740.5 16.5 2.3% 713.3
Close 741.9 751.5 9.6 1.3% 730.7
Range 20.5 12.2 -8.3 -40.5% 24.8
ATR 14.8 14.6 -0.2 -1.2% 0.0
Volume 133,884 116,484 -17,400 -13.0% 427,980
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 784.8 780.3 758.3
R3 772.8 768.3 754.8
R2 760.5 760.5 753.8
R1 756.0 756.0 752.5 758.3
PP 748.3 748.3 748.3 749.3
S1 743.8 743.8 750.5 746.0
S2 736.0 736.0 749.3
S3 723.8 731.5 748.3
S4 711.8 719.3 744.8
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
5 752.7 718.6 34.1 4.5% 15.3 2.0% 96% True False 116,829
10 752.7 708.4 44.3 5.9% 15.3 2.0% 97% True False 120,464
20 752.7 699.8 52.9 7.0% 14.0 1.9% 98% True False 124,233
40 752.7 675.1 77.6 10.3% 14.3 1.9% 98% True False 127,472
60 752.7 626.9 125.8 16.7% 14.3 1.9% 99% True False 134,884
80 752.7 585.3 167.4 22.3% 14.0 1.9% 99% True False 101,812
100 752.7 585.3 167.4 22.3% 14.3 1.9% 99% True False 81,501
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 804.5
2.618 784.8
1.618 772.5
1.000 765.0
0.618 760.3
HIGH 752.8
0.618 748.0
0.500 746.5
0.382 745.3
LOW 740.5
0.618 733.0
1.000 728.3
1.618 720.8
2.618 708.5
4.250 688.8
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 749.8 746.5
PP 748.3 741.5
S1 746.5 736.5

These figures are updated between 7pm and 10pm EST after a trading day.

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