ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
751.1 |
757.0 |
5.9 |
0.8% |
733.4 |
| High |
757.5 |
762.0 |
4.5 |
0.6% |
757.5 |
| Low |
744.2 |
749.7 |
5.5 |
0.7% |
718.6 |
| Close |
754.7 |
759.4 |
4.7 |
0.6% |
754.7 |
| Range |
13.3 |
12.3 |
-1.0 |
-7.5% |
38.9 |
| ATR |
14.5 |
14.3 |
-0.2 |
-1.1% |
0.0 |
| Volume |
101,761 |
95,069 |
-6,692 |
-6.6% |
640,633 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.0 |
789.0 |
766.3 |
|
| R3 |
781.8 |
776.8 |
762.8 |
|
| R2 |
769.3 |
769.3 |
761.8 |
|
| R1 |
764.3 |
764.3 |
760.5 |
766.8 |
| PP |
757.0 |
757.0 |
757.0 |
758.3 |
| S1 |
752.0 |
752.0 |
758.3 |
754.5 |
| S2 |
744.8 |
744.8 |
757.3 |
|
| S3 |
732.5 |
739.8 |
756.0 |
|
| S4 |
720.3 |
727.5 |
752.8 |
|
|
| 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 |
762.0 |
720.2 |
41.8 |
5.5% |
14.3 |
1.9% |
94% |
True |
False |
119,983 |
| 10 |
762.0 |
713.3 |
48.7 |
6.4% |
15.0 |
2.0% |
95% |
True |
False |
116,368 |
| 20 |
762.0 |
699.8 |
62.2 |
8.2% |
14.0 |
1.8% |
96% |
True |
False |
120,799 |
| 40 |
762.0 |
682.4 |
79.6 |
10.5% |
14.0 |
1.8% |
97% |
True |
False |
126,374 |
| 60 |
762.0 |
636.0 |
126.0 |
16.6% |
14.3 |
1.9% |
98% |
True |
False |
133,080 |
| 80 |
762.0 |
585.3 |
176.7 |
23.3% |
14.0 |
1.9% |
99% |
True |
False |
104,265 |
| 100 |
762.0 |
585.3 |
176.7 |
23.3% |
14.3 |
1.9% |
99% |
True |
False |
83,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814.3 |
|
2.618 |
794.3 |
|
1.618 |
782.0 |
|
1.000 |
774.3 |
|
0.618 |
769.5 |
|
HIGH |
762.0 |
|
0.618 |
757.3 |
|
0.500 |
755.8 |
|
0.382 |
754.5 |
|
LOW |
749.8 |
|
0.618 |
742.0 |
|
1.000 |
737.5 |
|
1.618 |
729.8 |
|
2.618 |
717.5 |
|
4.250 |
697.5 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
758.3 |
756.8 |
| PP |
757.0 |
754.0 |
| S1 |
755.8 |
751.3 |
|