ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
757.0 |
758.6 |
1.6 |
0.2% |
733.4 |
| High |
762.0 |
771.0 |
9.0 |
1.2% |
757.5 |
| Low |
749.7 |
758.4 |
8.7 |
1.2% |
718.6 |
| Close |
759.4 |
764.0 |
4.6 |
0.6% |
754.7 |
| Range |
12.3 |
12.6 |
0.3 |
2.4% |
38.9 |
| ATR |
14.3 |
14.2 |
-0.1 |
-0.9% |
0.0 |
| Volume |
95,069 |
190,238 |
95,169 |
100.1% |
640,633 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802.3 |
795.8 |
771.0 |
|
| R3 |
789.8 |
783.3 |
767.5 |
|
| R2 |
777.0 |
777.0 |
766.3 |
|
| R1 |
770.5 |
770.5 |
765.3 |
773.8 |
| PP |
764.5 |
764.5 |
764.5 |
766.0 |
| S1 |
758.0 |
758.0 |
762.8 |
761.3 |
| S2 |
751.8 |
751.8 |
761.8 |
|
| S3 |
739.3 |
745.3 |
760.5 |
|
| S4 |
726.8 |
732.8 |
757.0 |
|
|
| 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 |
771.0 |
724.0 |
47.0 |
6.2% |
14.3 |
1.9% |
85% |
True |
False |
127,487 |
| 10 |
771.0 |
713.3 |
57.7 |
7.6% |
14.8 |
1.9% |
88% |
True |
False |
123,294 |
| 20 |
771.0 |
699.8 |
71.2 |
9.3% |
14.0 |
1.8% |
90% |
True |
False |
125,546 |
| 40 |
771.0 |
682.4 |
88.6 |
11.6% |
14.3 |
1.9% |
92% |
True |
False |
129,284 |
| 60 |
771.0 |
638.9 |
132.1 |
17.3% |
14.3 |
1.9% |
95% |
True |
False |
132,868 |
| 80 |
771.0 |
585.3 |
185.7 |
24.3% |
14.0 |
1.8% |
96% |
True |
False |
106,640 |
| 100 |
771.0 |
585.3 |
185.7 |
24.3% |
14.3 |
1.9% |
96% |
True |
False |
85,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
824.5 |
|
2.618 |
804.0 |
|
1.618 |
791.5 |
|
1.000 |
783.5 |
|
0.618 |
778.8 |
|
HIGH |
771.0 |
|
0.618 |
766.3 |
|
0.500 |
764.8 |
|
0.382 |
763.3 |
|
LOW |
758.5 |
|
0.618 |
750.5 |
|
1.000 |
745.8 |
|
1.618 |
738.0 |
|
2.618 |
725.5 |
|
4.250 |
704.8 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
764.8 |
761.8 |
| PP |
764.5 |
759.8 |
| S1 |
764.3 |
757.5 |
|