ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
742.2 |
751.1 |
8.9 |
1.2% |
733.4 |
| High |
752.7 |
757.5 |
4.8 |
0.6% |
757.5 |
| Low |
740.5 |
744.2 |
3.7 |
0.5% |
718.6 |
| Close |
751.5 |
754.7 |
3.2 |
0.4% |
754.7 |
| Range |
12.2 |
13.3 |
1.1 |
9.0% |
38.9 |
| ATR |
14.6 |
14.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
116,484 |
101,761 |
-14,723 |
-12.6% |
640,633 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.0 |
786.8 |
762.0 |
|
| R3 |
778.8 |
773.3 |
758.3 |
|
| R2 |
765.5 |
765.5 |
757.3 |
|
| R1 |
760.0 |
760.0 |
756.0 |
762.8 |
| PP |
752.3 |
752.3 |
752.3 |
753.5 |
| S1 |
746.8 |
746.8 |
753.5 |
749.5 |
| S2 |
738.8 |
738.8 |
752.3 |
|
| S3 |
725.5 |
733.5 |
751.0 |
|
| S4 |
712.3 |
720.3 |
747.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.3 |
846.5 |
776.0 |
|
| R3 |
821.5 |
807.5 |
765.5 |
|
| R2 |
782.5 |
782.5 |
761.8 |
|
| R1 |
768.5 |
768.5 |
758.3 |
775.5 |
| PP |
743.5 |
743.5 |
743.5 |
747.0 |
| S1 |
729.8 |
729.8 |
751.3 |
736.8 |
| S2 |
704.8 |
704.8 |
747.5 |
|
| S3 |
665.8 |
690.8 |
744.0 |
|
| S4 |
627.0 |
652.0 |
733.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
757.5 |
718.6 |
38.9 |
5.2% |
15.5 |
2.1% |
93% |
True |
False |
128,126 |
| 10 |
757.5 |
713.3 |
44.2 |
5.9% |
15.0 |
2.0% |
94% |
True |
False |
117,407 |
| 20 |
757.5 |
699.8 |
57.7 |
7.6% |
13.8 |
1.8% |
95% |
True |
False |
121,927 |
| 40 |
757.5 |
675.1 |
82.4 |
10.9% |
14.3 |
1.9% |
97% |
True |
False |
127,114 |
| 60 |
757.5 |
630.0 |
127.5 |
16.9% |
14.3 |
1.9% |
98% |
True |
False |
134,485 |
| 80 |
757.5 |
585.3 |
172.2 |
22.8% |
14.0 |
1.9% |
98% |
True |
False |
103,083 |
| 100 |
757.5 |
585.3 |
172.2 |
22.8% |
14.3 |
1.9% |
98% |
True |
False |
82,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814.0 |
|
2.618 |
792.3 |
|
1.618 |
779.0 |
|
1.000 |
770.8 |
|
0.618 |
765.8 |
|
HIGH |
757.5 |
|
0.618 |
752.5 |
|
0.500 |
750.8 |
|
0.382 |
749.3 |
|
LOW |
744.3 |
|
0.618 |
736.0 |
|
1.000 |
731.0 |
|
1.618 |
722.8 |
|
2.618 |
709.5 |
|
4.250 |
687.8 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
753.5 |
750.0 |
| PP |
752.3 |
745.5 |
| S1 |
750.8 |
740.8 |
|