ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
720.6 |
737.9 |
17.3 |
2.4% |
725.6 |
| High |
736.6 |
738.1 |
1.5 |
0.2% |
738.1 |
| Low |
717.0 |
726.5 |
9.5 |
1.3% |
713.3 |
| Close |
735.6 |
730.7 |
-4.9 |
-0.7% |
730.7 |
| Range |
19.6 |
11.6 |
-8.0 |
-40.8% |
24.8 |
| ATR |
14.3 |
14.1 |
-0.2 |
-1.3% |
0.0 |
| Volume |
121,054 |
45,277 |
-75,777 |
-62.6% |
427,980 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.5 |
760.3 |
737.0 |
|
| R3 |
755.0 |
748.8 |
734.0 |
|
| R2 |
743.3 |
743.3 |
732.8 |
|
| R1 |
737.0 |
737.0 |
731.8 |
734.5 |
| PP |
731.8 |
731.8 |
731.8 |
730.5 |
| S1 |
725.5 |
725.5 |
729.8 |
722.8 |
| S2 |
720.3 |
720.3 |
728.5 |
|
| S3 |
708.5 |
713.8 |
727.5 |
|
| S4 |
697.0 |
702.3 |
724.3 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.8 |
791.0 |
744.3 |
|
| R3 |
777.0 |
766.3 |
737.5 |
|
| R2 |
752.3 |
752.3 |
735.3 |
|
| R1 |
741.5 |
741.5 |
733.0 |
746.8 |
| PP |
727.3 |
727.3 |
727.3 |
730.0 |
| S1 |
716.8 |
716.8 |
728.5 |
722.0 |
| S2 |
702.5 |
702.5 |
726.3 |
|
| S3 |
677.8 |
691.8 |
724.0 |
|
| S4 |
653.0 |
667.0 |
717.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.1 |
713.3 |
24.8 |
3.4% |
14.3 |
2.0% |
70% |
True |
False |
106,688 |
| 10 |
738.1 |
699.8 |
38.3 |
5.2% |
13.8 |
1.9% |
81% |
True |
False |
122,504 |
| 20 |
738.9 |
691.3 |
47.6 |
6.5% |
13.8 |
1.9% |
83% |
False |
False |
125,296 |
| 40 |
738.9 |
663.0 |
75.9 |
10.4% |
14.0 |
1.9% |
89% |
False |
False |
127,291 |
| 60 |
738.9 |
625.3 |
113.6 |
15.5% |
13.8 |
1.9% |
93% |
False |
False |
126,654 |
| 80 |
738.9 |
585.3 |
153.6 |
21.0% |
14.3 |
1.9% |
95% |
False |
False |
95,081 |
| 100 |
738.9 |
585.3 |
153.6 |
21.0% |
14.3 |
1.9% |
95% |
False |
False |
76,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
787.5 |
|
2.618 |
768.5 |
|
1.618 |
756.8 |
|
1.000 |
749.8 |
|
0.618 |
745.3 |
|
HIGH |
738.0 |
|
0.618 |
733.8 |
|
0.500 |
732.3 |
|
0.382 |
731.0 |
|
LOW |
726.5 |
|
0.618 |
719.3 |
|
1.000 |
715.0 |
|
1.618 |
707.8 |
|
2.618 |
696.3 |
|
4.250 |
677.3 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
732.3 |
729.0 |
| PP |
731.8 |
727.3 |
| S1 |
731.3 |
725.8 |
|