ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
766.0 |
776.2 |
10.2 |
1.3% |
757.0 |
| High |
778.0 |
780.4 |
2.4 |
0.3% |
778.0 |
| Low |
766.0 |
771.8 |
5.8 |
0.8% |
749.7 |
| Close |
776.0 |
773.9 |
-2.1 |
-0.3% |
776.0 |
| Range |
12.0 |
8.6 |
-3.4 |
-28.3% |
28.3 |
| ATR |
13.3 |
12.9 |
-0.3 |
-2.5% |
0.0 |
| Volume |
80,357 |
108,654 |
28,297 |
35.2% |
627,913 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.3 |
796.3 |
778.8 |
|
| R3 |
792.5 |
787.5 |
776.3 |
|
| R2 |
784.0 |
784.0 |
775.5 |
|
| R1 |
779.0 |
779.0 |
774.8 |
777.3 |
| PP |
775.3 |
775.3 |
775.3 |
774.5 |
| S1 |
770.3 |
770.3 |
773.0 |
768.5 |
| S2 |
766.8 |
766.8 |
772.3 |
|
| S3 |
758.3 |
761.8 |
771.5 |
|
| S4 |
749.5 |
753.3 |
769.3 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.8 |
842.8 |
791.5 |
|
| R3 |
824.5 |
814.5 |
783.8 |
|
| R2 |
796.3 |
796.3 |
781.3 |
|
| R1 |
786.0 |
786.0 |
778.5 |
791.3 |
| PP |
768.0 |
768.0 |
768.0 |
770.5 |
| S1 |
757.8 |
757.8 |
773.5 |
762.8 |
| S2 |
739.5 |
739.5 |
770.8 |
|
| S3 |
711.3 |
729.5 |
768.3 |
|
| S4 |
683.0 |
701.3 |
760.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
780.4 |
758.4 |
22.0 |
2.8% |
10.0 |
1.3% |
70% |
True |
False |
128,299 |
| 10 |
780.4 |
720.2 |
60.2 |
7.8% |
12.0 |
1.6% |
89% |
True |
False |
124,141 |
| 20 |
780.4 |
699.8 |
80.6 |
10.4% |
13.3 |
1.7% |
92% |
True |
False |
123,166 |
| 40 |
780.4 |
687.9 |
92.5 |
12.0% |
13.5 |
1.8% |
93% |
True |
False |
126,400 |
| 60 |
780.4 |
644.6 |
135.8 |
17.5% |
14.0 |
1.8% |
95% |
True |
False |
128,938 |
| 80 |
780.4 |
585.3 |
195.1 |
25.2% |
14.0 |
1.8% |
97% |
True |
False |
112,274 |
| 100 |
780.4 |
585.3 |
195.1 |
25.2% |
13.8 |
1.8% |
97% |
True |
False |
89,867 |
| 120 |
780.4 |
582.6 |
197.8 |
25.6% |
14.3 |
1.8% |
97% |
True |
False |
74,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
817.0 |
|
2.618 |
803.0 |
|
1.618 |
794.3 |
|
1.000 |
789.0 |
|
0.618 |
785.8 |
|
HIGH |
780.5 |
|
0.618 |
777.0 |
|
0.500 |
776.0 |
|
0.382 |
775.0 |
|
LOW |
771.8 |
|
0.618 |
766.5 |
|
1.000 |
763.3 |
|
1.618 |
758.0 |
|
2.618 |
749.3 |
|
4.250 |
735.3 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
776.0 |
773.3 |
| PP |
775.3 |
772.5 |
| S1 |
774.8 |
772.0 |
|