ICE Russell 2000 Mini Future March 2011
| 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 |
769.7 |
766.7 |
-3.0 |
-0.4% |
752.5 |
| High |
777.1 |
776.3 |
-0.8 |
-0.1% |
775.7 |
| Low |
765.7 |
765.1 |
-0.6 |
-0.1% |
747.5 |
| Close |
767.3 |
774.5 |
7.2 |
0.9% |
773.6 |
| Range |
11.4 |
11.2 |
-0.2 |
-1.8% |
28.2 |
| ATR |
10.5 |
10.6 |
0.0 |
0.4% |
0.0 |
| Volume |
170,556 |
147,069 |
-23,487 |
-13.8% |
295,436 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805.5 |
801.3 |
780.8 |
|
| R3 |
794.3 |
790.0 |
777.5 |
|
| R2 |
783.3 |
783.3 |
776.5 |
|
| R1 |
778.8 |
778.8 |
775.5 |
781.0 |
| PP |
772.0 |
772.0 |
772.0 |
773.0 |
| S1 |
767.8 |
767.8 |
773.5 |
769.8 |
| S2 |
760.8 |
760.8 |
772.5 |
|
| S3 |
749.5 |
756.5 |
771.5 |
|
| S4 |
738.3 |
745.3 |
768.3 |
|
|
| 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 |
764.0 |
14.2 |
1.8% |
9.8 |
1.3% |
74% |
False |
False |
159,891 |
| 10 |
778.2 |
742.2 |
36.0 |
4.6% |
10.5 |
1.4% |
90% |
False |
False |
95,129 |
| 20 |
778.2 |
710.9 |
67.3 |
8.7% |
10.3 |
1.3% |
95% |
False |
False |
47,764 |
| 40 |
778.2 |
691.9 |
86.3 |
11.1% |
9.3 |
1.2% |
96% |
False |
False |
24,041 |
| 60 |
778.2 |
653.5 |
124.7 |
16.1% |
8.8 |
1.1% |
97% |
False |
False |
16,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
824.0 |
|
2.618 |
805.5 |
|
1.618 |
794.5 |
|
1.000 |
787.5 |
|
0.618 |
783.3 |
|
HIGH |
776.3 |
|
0.618 |
772.0 |
|
0.500 |
770.8 |
|
0.382 |
769.5 |
|
LOW |
765.0 |
|
0.618 |
758.3 |
|
1.000 |
754.0 |
|
1.618 |
747.0 |
|
2.618 |
735.8 |
|
4.250 |
717.5 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
773.3 |
773.3 |
| PP |
772.0 |
772.3 |
| S1 |
770.8 |
771.0 |
|