ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
726.1 |
742.2 |
16.1 |
2.2% |
725.6 |
| High |
744.5 |
752.7 |
8.2 |
1.1% |
738.1 |
| Low |
724.0 |
740.5 |
16.5 |
2.3% |
713.3 |
| Close |
741.9 |
751.5 |
9.6 |
1.3% |
730.7 |
| Range |
20.5 |
12.2 |
-8.3 |
-40.5% |
24.8 |
| ATR |
14.8 |
14.6 |
-0.2 |
-1.2% |
0.0 |
| Volume |
133,884 |
116,484 |
-17,400 |
-13.0% |
427,980 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784.8 |
780.3 |
758.3 |
|
| R3 |
772.8 |
768.3 |
754.8 |
|
| R2 |
760.5 |
760.5 |
753.8 |
|
| R1 |
756.0 |
756.0 |
752.5 |
758.3 |
| PP |
748.3 |
748.3 |
748.3 |
749.3 |
| S1 |
743.8 |
743.8 |
750.5 |
746.0 |
| S2 |
736.0 |
736.0 |
749.3 |
|
| S3 |
723.8 |
731.5 |
748.3 |
|
| S4 |
711.8 |
719.3 |
744.8 |
|
|
| 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 |
752.7 |
718.6 |
34.1 |
4.5% |
15.3 |
2.0% |
96% |
True |
False |
116,829 |
| 10 |
752.7 |
708.4 |
44.3 |
5.9% |
15.3 |
2.0% |
97% |
True |
False |
120,464 |
| 20 |
752.7 |
699.8 |
52.9 |
7.0% |
14.0 |
1.9% |
98% |
True |
False |
124,233 |
| 40 |
752.7 |
675.1 |
77.6 |
10.3% |
14.3 |
1.9% |
98% |
True |
False |
127,472 |
| 60 |
752.7 |
626.9 |
125.8 |
16.7% |
14.3 |
1.9% |
99% |
True |
False |
134,884 |
| 80 |
752.7 |
585.3 |
167.4 |
22.3% |
14.0 |
1.9% |
99% |
True |
False |
101,812 |
| 100 |
752.7 |
585.3 |
167.4 |
22.3% |
14.3 |
1.9% |
99% |
True |
False |
81,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.5 |
|
2.618 |
784.8 |
|
1.618 |
772.5 |
|
1.000 |
765.0 |
|
0.618 |
760.3 |
|
HIGH |
752.8 |
|
0.618 |
748.0 |
|
0.500 |
746.5 |
|
0.382 |
745.3 |
|
LOW |
740.5 |
|
0.618 |
733.0 |
|
1.000 |
728.3 |
|
1.618 |
720.8 |
|
2.618 |
708.5 |
|
4.250 |
688.8 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
749.8 |
746.5 |
| PP |
748.3 |
741.5 |
| S1 |
746.5 |
736.5 |
|