ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 776.2 773.0 -3.2 -0.4% 757.0
High 780.4 776.0 -4.4 -0.6% 778.0
Low 771.8 770.7 -1.1 -0.1% 749.7
Close 773.9 772.6 -1.3 -0.2% 776.0
Range 8.6 5.3 -3.3 -38.4% 28.3
ATR 12.9 12.4 -0.5 -4.2% 0.0
Volume 108,654 88,593 -20,061 -18.5% 627,913
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 789.0 786.0 775.5
R3 783.8 780.8 774.0
R2 778.5 778.5 773.5
R1 775.5 775.5 773.0 774.3
PP 773.0 773.0 773.0 772.5
S1 770.3 770.3 772.0 769.0
S2 767.8 767.8 771.8
S3 762.5 765.0 771.3
S4 757.3 759.5 769.8
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
5 780.4 760.5 19.9 2.6% 8.5 1.1% 61% False False 107,970
10 780.4 724.0 56.4 7.3% 11.3 1.5% 86% False False 117,728
20 780.4 699.8 80.6 10.4% 13.0 1.7% 90% False False 121,917
40 780.4 687.9 92.5 12.0% 13.5 1.7% 92% False False 126,096
60 780.4 644.6 135.8 17.6% 13.8 1.8% 94% False False 128,060
80 780.4 585.3 195.1 25.3% 13.8 1.8% 96% False False 113,375
100 780.4 585.3 195.1 25.3% 13.8 1.8% 96% False False 90,752
120 780.4 582.6 197.8 25.6% 14.3 1.8% 96% False False 75,727
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 798.5
2.618 790.0
1.618 784.5
1.000 781.3
0.618 779.3
HIGH 776.0
0.618 774.0
0.500 773.3
0.382 772.8
LOW 770.8
0.618 767.5
1.000 765.5
1.618 762.0
2.618 756.8
4.250 748.3
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 773.3 773.3
PP 773.0 773.0
S1 772.8 772.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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