ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
763.0 |
766.8 |
3.8 |
0.5% |
733.4 |
| High |
768.7 |
771.5 |
2.8 |
0.4% |
757.5 |
| Low |
760.5 |
763.4 |
2.9 |
0.4% |
718.6 |
| Close |
765.8 |
766.7 |
0.9 |
0.1% |
754.7 |
| Range |
8.2 |
8.1 |
-0.1 |
-1.2% |
38.9 |
| ATR |
13.8 |
13.4 |
-0.4 |
-2.9% |
0.0 |
| Volume |
139,201 |
123,048 |
-16,153 |
-11.6% |
640,633 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.5 |
787.3 |
771.3 |
|
| R3 |
783.5 |
779.0 |
769.0 |
|
| R2 |
775.3 |
775.3 |
768.3 |
|
| R1 |
771.0 |
771.0 |
767.5 |
769.0 |
| PP |
767.3 |
767.3 |
767.3 |
766.3 |
| S1 |
763.0 |
763.0 |
766.0 |
761.0 |
| S2 |
759.0 |
759.0 |
765.3 |
|
| S3 |
751.0 |
754.8 |
764.5 |
|
| S4 |
743.0 |
746.8 |
762.3 |
|
|
| 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 |
771.5 |
744.2 |
27.3 |
3.6% |
11.0 |
1.4% |
82% |
True |
False |
129,863 |
| 10 |
771.5 |
718.6 |
52.9 |
6.9% |
13.0 |
1.7% |
91% |
True |
False |
123,346 |
| 20 |
771.5 |
699.8 |
71.7 |
9.4% |
13.3 |
1.7% |
93% |
True |
False |
125,728 |
| 40 |
771.5 |
687.9 |
83.6 |
10.9% |
13.8 |
1.8% |
94% |
True |
False |
129,197 |
| 60 |
771.5 |
638.9 |
132.6 |
17.3% |
14.3 |
1.8% |
96% |
True |
False |
130,822 |
| 80 |
771.5 |
585.3 |
186.2 |
24.3% |
14.0 |
1.8% |
97% |
True |
False |
109,916 |
| 100 |
771.5 |
585.3 |
186.2 |
24.3% |
14.0 |
1.8% |
97% |
True |
False |
87,982 |
| 120 |
771.5 |
582.6 |
188.9 |
24.6% |
14.3 |
1.9% |
97% |
True |
False |
73,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806.0 |
|
2.618 |
792.8 |
|
1.618 |
784.5 |
|
1.000 |
779.5 |
|
0.618 |
776.5 |
|
HIGH |
771.5 |
|
0.618 |
768.5 |
|
0.500 |
767.5 |
|
0.382 |
766.5 |
|
LOW |
763.5 |
|
0.618 |
758.5 |
|
1.000 |
755.3 |
|
1.618 |
750.3 |
|
2.618 |
742.3 |
|
4.250 |
729.0 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
767.5 |
766.0 |
| PP |
767.3 |
765.5 |
| S1 |
767.0 |
765.0 |
|