ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
773.0 |
771.5 |
-1.5 |
-0.2% |
757.0 |
| High |
776.0 |
779.4 |
3.4 |
0.4% |
778.0 |
| Low |
770.7 |
768.0 |
-2.7 |
-0.4% |
749.7 |
| Close |
772.6 |
769.5 |
-3.1 |
-0.4% |
776.0 |
| Range |
5.3 |
11.4 |
6.1 |
115.1% |
28.3 |
| ATR |
12.4 |
12.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
88,593 |
68,286 |
-20,307 |
-22.9% |
627,913 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.5 |
799.5 |
775.8 |
|
| R3 |
795.0 |
788.0 |
772.8 |
|
| R2 |
783.8 |
783.8 |
771.5 |
|
| R1 |
776.5 |
776.5 |
770.5 |
774.5 |
| PP |
772.3 |
772.3 |
772.3 |
771.3 |
| S1 |
765.3 |
765.3 |
768.5 |
763.0 |
| S2 |
761.0 |
761.0 |
767.5 |
|
| S3 |
749.5 |
753.8 |
766.3 |
|
| S4 |
738.0 |
742.5 |
763.3 |
|
|
| 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 |
763.4 |
17.0 |
2.2% |
9.0 |
1.2% |
36% |
False |
False |
93,787 |
| 10 |
780.4 |
740.5 |
39.9 |
5.2% |
10.5 |
1.4% |
73% |
False |
False |
111,169 |
| 20 |
780.4 |
702.4 |
78.0 |
10.1% |
12.5 |
1.6% |
86% |
False |
False |
115,428 |
| 40 |
780.4 |
688.1 |
92.3 |
12.0% |
13.3 |
1.7% |
88% |
False |
False |
123,045 |
| 60 |
780.4 |
644.6 |
135.8 |
17.6% |
13.8 |
1.8% |
92% |
False |
False |
126,932 |
| 80 |
780.4 |
586.5 |
193.9 |
25.2% |
13.8 |
1.8% |
94% |
False |
False |
114,226 |
| 100 |
780.4 |
585.3 |
195.1 |
25.4% |
13.8 |
1.8% |
94% |
False |
False |
91,432 |
| 120 |
780.4 |
582.6 |
197.8 |
25.7% |
14.0 |
1.8% |
94% |
False |
False |
76,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.8 |
|
2.618 |
809.3 |
|
1.618 |
797.8 |
|
1.000 |
790.8 |
|
0.618 |
786.5 |
|
HIGH |
779.5 |
|
0.618 |
775.0 |
|
0.500 |
773.8 |
|
0.382 |
772.3 |
|
LOW |
768.0 |
|
0.618 |
761.0 |
|
1.000 |
756.5 |
|
1.618 |
749.5 |
|
2.618 |
738.3 |
|
4.250 |
719.5 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
773.8 |
774.3 |
| PP |
772.3 |
772.8 |
| S1 |
771.0 |
771.0 |
|