ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 771.5 769.1 -2.4 -0.3% 757.0
High 779.4 778.4 -1.0 -0.1% 778.0
Low 768.0 767.3 -0.7 -0.1% 749.7
Close 769.5 776.8 7.3 0.9% 776.0
Range 11.4 11.1 -0.3 -2.6% 28.3
ATR 12.3 12.2 -0.1 -0.7% 0.0
Volume 68,286 49,257 -19,029 -27.9% 627,913
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 807.5 803.3 783.0
R3 796.3 792.3 779.8
R2 785.3 785.3 778.8
R1 781.0 781.0 777.8 783.3
PP 774.3 774.3 774.3 775.3
S1 770.0 770.0 775.8 772.0
S2 763.0 763.0 774.8
S3 752.0 758.8 773.8
S4 740.8 747.8 770.8
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
5 780.4 766.0 14.4 1.9% 9.8 1.2% 75% False False 79,029
10 780.4 744.2 36.2 4.7% 10.3 1.3% 90% False False 104,446
20 780.4 708.4 72.0 9.3% 12.8 1.6% 95% False False 112,455
40 780.4 688.1 92.3 11.9% 13.3 1.7% 96% False False 121,007
60 780.4 644.6 135.8 17.5% 13.8 1.8% 97% False False 125,492
80 780.4 592.3 188.1 24.2% 13.8 1.8% 98% False False 114,835
100 780.4 585.3 195.1 25.1% 13.5 1.8% 98% False False 91,924
120 780.4 582.6 197.8 25.5% 14.0 1.8% 98% False False 76,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 807.5
1.618 796.3
1.000 789.5
0.618 785.3
HIGH 778.5
0.618 774.3
0.500 772.8
0.382 771.5
LOW 767.3
0.618 760.5
1.000 756.3
1.618 749.3
2.618 738.3
4.250 720.0
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 775.5 775.8
PP 774.3 774.5
S1 772.8 773.3

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

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