ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 742.2 751.1 8.9 1.2% 733.4
High 752.7 757.5 4.8 0.6% 757.5
Low 740.5 744.2 3.7 0.5% 718.6
Close 751.5 754.7 3.2 0.4% 754.7
Range 12.2 13.3 1.1 9.0% 38.9
ATR 14.6 14.5 -0.1 -0.6% 0.0
Volume 116,484 101,761 -14,723 -12.6% 640,633
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 792.0 786.8 762.0
R3 778.8 773.3 758.3
R2 765.5 765.5 757.3
R1 760.0 760.0 756.0 762.8
PP 752.3 752.3 752.3 753.5
S1 746.8 746.8 753.5 749.5
S2 738.8 738.8 752.3
S3 725.5 733.5 751.0
S4 712.3 720.3 747.5
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 860.3 846.5 776.0
R3 821.5 807.5 765.5
R2 782.5 782.5 761.8
R1 768.5 768.5 758.3 775.5
PP 743.5 743.5 743.5 747.0
S1 729.8 729.8 751.3 736.8
S2 704.8 704.8 747.5
S3 665.8 690.8 744.0
S4 627.0 652.0 733.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.5 718.6 38.9 5.2% 15.5 2.1% 93% True False 128,126
10 757.5 713.3 44.2 5.9% 15.0 2.0% 94% True False 117,407
20 757.5 699.8 57.7 7.6% 13.8 1.8% 95% True False 121,927
40 757.5 675.1 82.4 10.9% 14.3 1.9% 97% True False 127,114
60 757.5 630.0 127.5 16.9% 14.3 1.9% 98% True False 134,485
80 757.5 585.3 172.2 22.8% 14.0 1.9% 98% True False 103,083
100 757.5 585.3 172.2 22.8% 14.3 1.9% 98% True False 82,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 814.0
2.618 792.3
1.618 779.0
1.000 770.8
0.618 765.8
HIGH 757.5
0.618 752.5
0.500 750.8
0.382 749.3
LOW 744.3
0.618 736.0
1.000 731.0
1.618 722.8
2.618 709.5
4.250 687.8
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 753.5 750.0
PP 752.3 745.5
S1 750.8 740.8

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

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