ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
758.6 |
763.0 |
4.4 |
0.6% |
733.4 |
| High |
771.0 |
768.7 |
-2.3 |
-0.3% |
757.5 |
| Low |
758.4 |
760.5 |
2.1 |
0.3% |
718.6 |
| Close |
764.0 |
765.8 |
1.8 |
0.2% |
754.7 |
| Range |
12.6 |
8.2 |
-4.4 |
-34.9% |
38.9 |
| ATR |
14.2 |
13.8 |
-0.4 |
-3.0% |
0.0 |
| Volume |
190,238 |
139,201 |
-51,037 |
-26.8% |
640,633 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.5 |
786.0 |
770.3 |
|
| R3 |
781.5 |
777.8 |
768.0 |
|
| R2 |
773.3 |
773.3 |
767.3 |
|
| R1 |
769.5 |
769.5 |
766.5 |
771.3 |
| PP |
765.0 |
765.0 |
765.0 |
766.0 |
| S1 |
761.3 |
761.3 |
765.0 |
763.3 |
| S2 |
756.8 |
756.8 |
764.3 |
|
| S3 |
748.5 |
753.0 |
763.5 |
|
| S4 |
740.5 |
745.0 |
761.3 |
|
|
| 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 |
740.5 |
30.5 |
4.0% |
11.8 |
1.5% |
83% |
False |
False |
128,550 |
| 10 |
771.0 |
717.0 |
54.0 |
7.1% |
14.3 |
1.9% |
90% |
False |
False |
123,147 |
| 20 |
771.0 |
699.8 |
71.2 |
9.3% |
13.8 |
1.8% |
93% |
False |
False |
126,346 |
| 40 |
771.0 |
687.9 |
83.1 |
10.9% |
14.0 |
1.8% |
94% |
False |
False |
129,563 |
| 60 |
771.0 |
638.9 |
132.1 |
17.2% |
14.3 |
1.9% |
96% |
False |
False |
131,851 |
| 80 |
771.0 |
585.3 |
185.7 |
24.2% |
14.0 |
1.8% |
97% |
False |
False |
108,379 |
| 100 |
771.0 |
585.3 |
185.7 |
24.2% |
14.0 |
1.8% |
97% |
False |
False |
86,754 |
| 120 |
771.0 |
582.6 |
188.4 |
24.6% |
14.3 |
1.9% |
97% |
False |
False |
72,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.5 |
|
2.618 |
790.3 |
|
1.618 |
782.0 |
|
1.000 |
777.0 |
|
0.618 |
773.8 |
|
HIGH |
768.8 |
|
0.618 |
765.5 |
|
0.500 |
764.5 |
|
0.382 |
763.8 |
|
LOW |
760.5 |
|
0.618 |
755.5 |
|
1.000 |
752.3 |
|
1.618 |
747.3 |
|
2.618 |
739.0 |
|
4.250 |
725.8 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
765.5 |
764.0 |
| PP |
765.0 |
762.3 |
| S1 |
764.5 |
760.3 |
|