ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
771.5 |
769.1 |
-2.4 |
-0.3% |
757.0 |
| High |
779.4 |
778.4 |
-1.0 |
-0.1% |
778.0 |
| Low |
768.0 |
767.3 |
-0.7 |
-0.1% |
749.7 |
| Close |
769.5 |
776.8 |
7.3 |
0.9% |
776.0 |
| Range |
11.4 |
11.1 |
-0.3 |
-2.6% |
28.3 |
| ATR |
12.3 |
12.2 |
-0.1 |
-0.7% |
0.0 |
| Volume |
68,286 |
49,257 |
-19,029 |
-27.9% |
627,913 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807.5 |
803.3 |
783.0 |
|
| R3 |
796.3 |
792.3 |
779.8 |
|
| R2 |
785.3 |
785.3 |
778.8 |
|
| R1 |
781.0 |
781.0 |
777.8 |
783.3 |
| PP |
774.3 |
774.3 |
774.3 |
775.3 |
| S1 |
770.0 |
770.0 |
775.8 |
772.0 |
| S2 |
763.0 |
763.0 |
774.8 |
|
| S3 |
752.0 |
758.8 |
773.8 |
|
| S4 |
740.8 |
747.8 |
770.8 |
|
|
| 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 |
766.0 |
14.4 |
1.9% |
9.8 |
1.2% |
75% |
False |
False |
79,029 |
| 10 |
780.4 |
744.2 |
36.2 |
4.7% |
10.3 |
1.3% |
90% |
False |
False |
104,446 |
| 20 |
780.4 |
708.4 |
72.0 |
9.3% |
12.8 |
1.6% |
95% |
False |
False |
112,455 |
| 40 |
780.4 |
688.1 |
92.3 |
11.9% |
13.3 |
1.7% |
96% |
False |
False |
121,007 |
| 60 |
780.4 |
644.6 |
135.8 |
17.5% |
13.8 |
1.8% |
97% |
False |
False |
125,492 |
| 80 |
780.4 |
592.3 |
188.1 |
24.2% |
13.8 |
1.8% |
98% |
False |
False |
114,835 |
| 100 |
780.4 |
585.3 |
195.1 |
25.1% |
13.5 |
1.8% |
98% |
False |
False |
91,924 |
| 120 |
780.4 |
582.6 |
197.8 |
25.5% |
14.0 |
1.8% |
98% |
False |
False |
76,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.5 |
|
2.618 |
807.5 |
|
1.618 |
796.3 |
|
1.000 |
789.5 |
|
0.618 |
785.3 |
|
HIGH |
778.5 |
|
0.618 |
774.3 |
|
0.500 |
772.8 |
|
0.382 |
771.5 |
|
LOW |
767.3 |
|
0.618 |
760.5 |
|
1.000 |
756.3 |
|
1.618 |
749.3 |
|
2.618 |
738.3 |
|
4.250 |
720.0 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
775.5 |
775.8 |
| PP |
774.3 |
774.5 |
| S1 |
772.8 |
773.3 |
|