ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
766.7 |
774.0 |
7.3 |
1.0% |
774.7 |
| High |
776.3 |
778.2 |
1.9 |
0.2% |
778.2 |
| Low |
765.1 |
769.5 |
4.4 |
0.6% |
765.1 |
| Close |
774.5 |
776.2 |
1.7 |
0.2% |
776.2 |
| Range |
11.2 |
8.7 |
-2.5 |
-22.3% |
13.1 |
| ATR |
10.6 |
10.5 |
-0.1 |
-1.3% |
0.0 |
| Volume |
147,069 |
100,570 |
-46,499 |
-31.6% |
754,909 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800.8 |
797.3 |
781.0 |
|
| R3 |
792.0 |
788.5 |
778.5 |
|
| R2 |
783.3 |
783.3 |
777.8 |
|
| R1 |
779.8 |
779.8 |
777.0 |
781.5 |
| PP |
774.8 |
774.8 |
774.8 |
775.5 |
| S1 |
771.0 |
771.0 |
775.5 |
772.8 |
| S2 |
766.0 |
766.0 |
774.5 |
|
| S3 |
757.3 |
762.3 |
773.8 |
|
| S4 |
748.5 |
753.8 |
771.5 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.5 |
807.5 |
783.5 |
|
| R3 |
799.3 |
794.3 |
779.8 |
|
| R2 |
786.3 |
786.3 |
778.5 |
|
| R1 |
781.3 |
781.3 |
777.5 |
783.8 |
| PP |
773.3 |
773.3 |
773.3 |
774.5 |
| S1 |
768.3 |
768.3 |
775.0 |
770.8 |
| S2 |
760.0 |
760.0 |
773.8 |
|
| S3 |
747.0 |
755.0 |
772.5 |
|
| S4 |
733.8 |
742.0 |
769.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778.2 |
765.1 |
13.1 |
1.7% |
9.0 |
1.2% |
85% |
True |
False |
150,981 |
| 10 |
778.2 |
747.5 |
30.7 |
4.0% |
10.0 |
1.3% |
93% |
True |
False |
105,034 |
| 20 |
778.2 |
710.9 |
67.3 |
8.7% |
10.5 |
1.3% |
97% |
True |
False |
52,791 |
| 40 |
778.2 |
691.9 |
86.3 |
11.1% |
9.5 |
1.2% |
98% |
True |
False |
26,555 |
| 60 |
778.2 |
655.5 |
122.7 |
15.8% |
8.8 |
1.1% |
98% |
True |
False |
17,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815.3 |
|
2.618 |
801.0 |
|
1.618 |
792.3 |
|
1.000 |
787.0 |
|
0.618 |
783.5 |
|
HIGH |
778.3 |
|
0.618 |
775.0 |
|
0.500 |
773.8 |
|
0.382 |
772.8 |
|
LOW |
769.5 |
|
0.618 |
764.0 |
|
1.000 |
760.8 |
|
1.618 |
755.5 |
|
2.618 |
746.8 |
|
4.250 |
732.5 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
775.5 |
774.8 |
| PP |
774.8 |
773.3 |
| S1 |
773.8 |
771.8 |
|