ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
718.9 |
717.0 |
-1.9 |
-0.3% |
735.5 |
| High |
727.1 |
719.3 |
-7.8 |
-1.1% |
738.9 |
| Low |
716.3 |
699.8 |
-16.5 |
-2.3% |
717.3 |
| Close |
719.7 |
705.0 |
-14.7 |
-2.0% |
718.2 |
| Range |
10.8 |
19.5 |
8.7 |
80.6% |
21.6 |
| ATR |
13.6 |
14.1 |
0.4 |
3.3% |
0.0 |
| Volume |
113,575 |
198,082 |
84,507 |
74.4% |
594,145 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.5 |
755.3 |
715.8 |
|
| R3 |
747.0 |
735.8 |
710.3 |
|
| R2 |
727.5 |
727.5 |
708.5 |
|
| R1 |
716.3 |
716.3 |
706.8 |
712.3 |
| PP |
708.0 |
708.0 |
708.0 |
706.0 |
| S1 |
696.8 |
696.8 |
703.3 |
692.8 |
| S2 |
688.5 |
688.5 |
701.5 |
|
| S3 |
669.0 |
677.3 |
699.8 |
|
| S4 |
649.5 |
657.8 |
694.3 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.5 |
775.5 |
730.0 |
|
| R3 |
768.0 |
754.0 |
724.3 |
|
| R2 |
746.5 |
746.5 |
722.3 |
|
| R1 |
732.3 |
732.3 |
720.3 |
728.5 |
| PP |
724.8 |
724.8 |
724.8 |
723.0 |
| S1 |
710.8 |
710.8 |
716.3 |
707.0 |
| S2 |
703.3 |
703.3 |
714.3 |
|
| S3 |
681.5 |
689.0 |
712.3 |
|
| S4 |
660.0 |
667.5 |
706.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
734.0 |
699.8 |
34.2 |
4.9% |
13.8 |
1.9% |
15% |
False |
True |
137,461 |
| 10 |
738.9 |
699.8 |
39.1 |
5.5% |
13.5 |
1.9% |
13% |
False |
True |
131,522 |
| 20 |
738.9 |
688.1 |
50.8 |
7.2% |
14.0 |
2.0% |
33% |
False |
False |
130,663 |
| 40 |
738.9 |
644.6 |
94.3 |
13.4% |
14.5 |
2.0% |
64% |
False |
False |
132,684 |
| 60 |
738.9 |
586.5 |
152.4 |
21.6% |
14.3 |
2.0% |
78% |
False |
False |
113,825 |
| 80 |
738.9 |
585.3 |
153.6 |
21.8% |
14.0 |
2.0% |
78% |
False |
False |
85,434 |
| 100 |
738.9 |
582.6 |
156.3 |
22.2% |
14.3 |
2.0% |
78% |
False |
False |
68,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.3 |
|
2.618 |
770.3 |
|
1.618 |
750.8 |
|
1.000 |
738.8 |
|
0.618 |
731.3 |
|
HIGH |
719.3 |
|
0.618 |
711.8 |
|
0.500 |
709.5 |
|
0.382 |
707.3 |
|
LOW |
699.8 |
|
0.618 |
687.8 |
|
1.000 |
680.3 |
|
1.618 |
668.3 |
|
2.618 |
648.8 |
|
4.250 |
617.0 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
709.5 |
715.0 |
| PP |
708.0 |
711.8 |
| S1 |
706.5 |
708.3 |
|