ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
766.8 |
766.0 |
-0.8 |
-0.1% |
757.0 |
| High |
771.5 |
778.0 |
6.5 |
0.8% |
778.0 |
| Low |
763.4 |
766.0 |
2.6 |
0.3% |
749.7 |
| Close |
766.7 |
776.0 |
9.3 |
1.2% |
776.0 |
| Range |
8.1 |
12.0 |
3.9 |
48.1% |
28.3 |
| ATR |
13.4 |
13.3 |
-0.1 |
-0.7% |
0.0 |
| Volume |
123,048 |
80,357 |
-42,691 |
-34.7% |
627,913 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.3 |
804.8 |
782.5 |
|
| R3 |
797.3 |
792.8 |
779.3 |
|
| R2 |
785.3 |
785.3 |
778.3 |
|
| R1 |
780.8 |
780.8 |
777.0 |
783.0 |
| PP |
773.3 |
773.3 |
773.3 |
774.5 |
| S1 |
768.8 |
768.8 |
775.0 |
771.0 |
| S2 |
761.3 |
761.3 |
773.8 |
|
| S3 |
749.3 |
756.8 |
772.8 |
|
| S4 |
737.3 |
744.8 |
769.5 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.8 |
842.8 |
791.5 |
|
| R3 |
824.5 |
814.5 |
783.8 |
|
| R2 |
796.3 |
796.3 |
781.3 |
|
| R1 |
786.0 |
786.0 |
778.5 |
791.3 |
| PP |
768.0 |
768.0 |
768.0 |
770.5 |
| S1 |
757.8 |
757.8 |
773.5 |
762.8 |
| S2 |
739.5 |
739.5 |
770.8 |
|
| S3 |
711.3 |
729.5 |
768.3 |
|
| S4 |
683.0 |
701.3 |
760.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778.0 |
749.7 |
28.3 |
3.6% |
10.8 |
1.4% |
93% |
True |
False |
125,582 |
| 10 |
778.0 |
718.6 |
59.4 |
7.7% |
13.0 |
1.7% |
97% |
True |
False |
126,854 |
| 20 |
778.0 |
699.8 |
78.2 |
10.1% |
13.5 |
1.7% |
97% |
True |
False |
124,679 |
| 40 |
778.0 |
687.9 |
90.1 |
11.6% |
13.8 |
1.8% |
98% |
True |
False |
127,532 |
| 60 |
778.0 |
638.9 |
139.1 |
17.9% |
14.3 |
1.8% |
99% |
True |
False |
129,738 |
| 80 |
778.0 |
585.3 |
192.7 |
24.8% |
14.0 |
1.8% |
99% |
True |
False |
110,919 |
| 100 |
778.0 |
585.3 |
192.7 |
24.8% |
13.8 |
1.8% |
99% |
True |
False |
88,784 |
| 120 |
778.0 |
582.6 |
195.4 |
25.2% |
14.3 |
1.8% |
99% |
True |
False |
74,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.0 |
|
2.618 |
809.5 |
|
1.618 |
797.5 |
|
1.000 |
790.0 |
|
0.618 |
785.5 |
|
HIGH |
778.0 |
|
0.618 |
773.5 |
|
0.500 |
772.0 |
|
0.382 |
770.5 |
|
LOW |
766.0 |
|
0.618 |
758.5 |
|
1.000 |
754.0 |
|
1.618 |
746.5 |
|
2.618 |
734.5 |
|
4.250 |
715.0 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
774.8 |
773.8 |
| PP |
773.3 |
771.5 |
| S1 |
772.0 |
769.3 |
|