ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
706.2 |
708.6 |
2.4 |
0.3% |
735.5 |
| High |
709.0 |
724.3 |
15.3 |
2.2% |
738.9 |
| Low |
702.4 |
708.4 |
6.0 |
0.9% |
717.3 |
| Close |
706.6 |
721.6 |
15.0 |
2.1% |
718.2 |
| Range |
6.6 |
15.9 |
9.3 |
140.9% |
21.6 |
| ATR |
13.5 |
13.8 |
0.3 |
2.2% |
0.0 |
| Volume |
108,704 |
132,335 |
23,631 |
21.7% |
594,145 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.8 |
759.5 |
730.3 |
|
| R3 |
750.0 |
743.8 |
726.0 |
|
| R2 |
734.0 |
734.0 |
724.5 |
|
| R1 |
727.8 |
727.8 |
723.0 |
731.0 |
| PP |
718.0 |
718.0 |
718.0 |
719.8 |
| S1 |
712.0 |
712.0 |
720.3 |
715.0 |
| S2 |
702.3 |
702.3 |
718.8 |
|
| S3 |
686.3 |
696.0 |
717.3 |
|
| S4 |
670.5 |
680.0 |
712.8 |
|
|
| 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 |
730.3 |
699.8 |
30.5 |
4.2% |
13.3 |
1.8% |
71% |
False |
False |
138,319 |
| 10 |
738.9 |
699.8 |
39.1 |
5.4% |
12.8 |
1.8% |
56% |
False |
False |
126,448 |
| 20 |
738.9 |
691.3 |
47.6 |
6.6% |
13.3 |
1.8% |
64% |
False |
False |
128,004 |
| 40 |
738.9 |
645.6 |
93.3 |
12.9% |
14.3 |
2.0% |
81% |
False |
False |
131,794 |
| 60 |
738.9 |
592.3 |
146.6 |
20.3% |
14.3 |
2.0% |
88% |
False |
False |
117,823 |
| 80 |
738.9 |
585.3 |
153.6 |
21.3% |
13.8 |
1.9% |
89% |
False |
False |
88,444 |
| 100 |
738.9 |
582.6 |
156.3 |
21.7% |
14.3 |
2.0% |
89% |
False |
False |
70,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.0 |
|
2.618 |
766.0 |
|
1.618 |
750.0 |
|
1.000 |
740.3 |
|
0.618 |
734.3 |
|
HIGH |
724.3 |
|
0.618 |
718.3 |
|
0.500 |
716.3 |
|
0.382 |
714.5 |
|
LOW |
708.5 |
|
0.618 |
698.5 |
|
1.000 |
692.5 |
|
1.618 |
682.8 |
|
2.618 |
666.8 |
|
4.250 |
640.8 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
719.8 |
718.5 |
| PP |
718.0 |
715.3 |
| S1 |
716.3 |
712.0 |
|