ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
776.2 |
773.0 |
-3.2 |
-0.4% |
757.0 |
| High |
780.4 |
776.0 |
-4.4 |
-0.6% |
778.0 |
| Low |
771.8 |
770.7 |
-1.1 |
-0.1% |
749.7 |
| Close |
773.9 |
772.6 |
-1.3 |
-0.2% |
776.0 |
| Range |
8.6 |
5.3 |
-3.3 |
-38.4% |
28.3 |
| ATR |
12.9 |
12.4 |
-0.5 |
-4.2% |
0.0 |
| Volume |
108,654 |
88,593 |
-20,061 |
-18.5% |
627,913 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.0 |
786.0 |
775.5 |
|
| R3 |
783.8 |
780.8 |
774.0 |
|
| R2 |
778.5 |
778.5 |
773.5 |
|
| R1 |
775.5 |
775.5 |
773.0 |
774.3 |
| PP |
773.0 |
773.0 |
773.0 |
772.5 |
| S1 |
770.3 |
770.3 |
772.0 |
769.0 |
| S2 |
767.8 |
767.8 |
771.8 |
|
| S3 |
762.5 |
765.0 |
771.3 |
|
| S4 |
757.3 |
759.5 |
769.8 |
|
|
| 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 |
780.4 |
760.5 |
19.9 |
2.6% |
8.5 |
1.1% |
61% |
False |
False |
107,970 |
| 10 |
780.4 |
724.0 |
56.4 |
7.3% |
11.3 |
1.5% |
86% |
False |
False |
117,728 |
| 20 |
780.4 |
699.8 |
80.6 |
10.4% |
13.0 |
1.7% |
90% |
False |
False |
121,917 |
| 40 |
780.4 |
687.9 |
92.5 |
12.0% |
13.5 |
1.7% |
92% |
False |
False |
126,096 |
| 60 |
780.4 |
644.6 |
135.8 |
17.6% |
13.8 |
1.8% |
94% |
False |
False |
128,060 |
| 80 |
780.4 |
585.3 |
195.1 |
25.3% |
13.8 |
1.8% |
96% |
False |
False |
113,375 |
| 100 |
780.4 |
585.3 |
195.1 |
25.3% |
13.8 |
1.8% |
96% |
False |
False |
90,752 |
| 120 |
780.4 |
582.6 |
197.8 |
25.6% |
14.3 |
1.8% |
96% |
False |
False |
75,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.5 |
|
2.618 |
790.0 |
|
1.618 |
784.5 |
|
1.000 |
781.3 |
|
0.618 |
779.3 |
|
HIGH |
776.0 |
|
0.618 |
774.0 |
|
0.500 |
773.3 |
|
0.382 |
772.8 |
|
LOW |
770.8 |
|
0.618 |
767.5 |
|
1.000 |
765.5 |
|
1.618 |
762.0 |
|
2.618 |
756.8 |
|
4.250 |
748.3 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
773.3 |
773.3 |
| PP |
773.0 |
773.0 |
| S1 |
772.8 |
772.8 |
|