ICE Russell 2000 Mini Future March 2011
| 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 |
770.6 |
769.7 |
-0.9 |
-0.1% |
752.5 |
| High |
773.7 |
777.1 |
3.4 |
0.4% |
775.7 |
| Low |
768.2 |
765.7 |
-2.5 |
-0.3% |
747.5 |
| Close |
770.2 |
767.3 |
-2.9 |
-0.4% |
773.6 |
| Range |
5.5 |
11.4 |
5.9 |
107.3% |
28.2 |
| ATR |
10.5 |
10.5 |
0.1 |
0.6% |
0.0 |
| Volume |
160,485 |
170,556 |
10,071 |
6.3% |
295,436 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.3 |
797.3 |
773.5 |
|
| R3 |
792.8 |
785.8 |
770.5 |
|
| R2 |
781.5 |
781.5 |
769.5 |
|
| R1 |
774.3 |
774.3 |
768.3 |
772.3 |
| PP |
770.0 |
770.0 |
770.0 |
769.0 |
| S1 |
763.0 |
763.0 |
766.3 |
760.8 |
| S2 |
758.8 |
758.8 |
765.3 |
|
| S3 |
747.3 |
751.5 |
764.3 |
|
| S4 |
735.8 |
740.3 |
761.0 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.3 |
840.0 |
789.0 |
|
| R3 |
822.0 |
812.0 |
781.3 |
|
| R2 |
793.8 |
793.8 |
778.8 |
|
| R1 |
783.8 |
783.8 |
776.3 |
788.8 |
| PP |
765.5 |
765.5 |
765.5 |
768.0 |
| S1 |
755.5 |
755.5 |
771.0 |
760.5 |
| S2 |
737.5 |
737.5 |
768.5 |
|
| S3 |
709.3 |
727.3 |
765.8 |
|
| S4 |
681.0 |
699.0 |
758.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778.2 |
757.1 |
21.1 |
2.7% |
10.0 |
1.3% |
48% |
False |
False |
149,571 |
| 10 |
778.2 |
738.4 |
39.8 |
5.2% |
10.5 |
1.4% |
73% |
False |
False |
80,456 |
| 20 |
778.2 |
708.7 |
69.5 |
9.1% |
10.3 |
1.3% |
84% |
False |
False |
40,411 |
| 40 |
778.2 |
691.9 |
86.3 |
11.2% |
9.3 |
1.2% |
87% |
False |
False |
20,364 |
| 60 |
778.2 |
643.3 |
134.9 |
17.6% |
8.8 |
1.1% |
92% |
False |
False |
13,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.5 |
|
2.618 |
807.0 |
|
1.618 |
795.5 |
|
1.000 |
788.5 |
|
0.618 |
784.3 |
|
HIGH |
777.0 |
|
0.618 |
772.8 |
|
0.500 |
771.5 |
|
0.382 |
770.0 |
|
LOW |
765.8 |
|
0.618 |
758.8 |
|
1.000 |
754.3 |
|
1.618 |
747.3 |
|
2.618 |
735.8 |
|
4.250 |
717.3 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
771.5 |
772.0 |
| PP |
770.0 |
770.5 |
| S1 |
768.8 |
768.8 |
|