ICE Russell 2000 Mini Future December 2010
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
769.1 |
776.8 |
7.7 |
1.0% |
776.2 |
| High |
778.4 |
781.2 |
2.8 |
0.4% |
781.2 |
| Low |
767.3 |
774.9 |
7.6 |
1.0% |
767.3 |
| Close |
776.8 |
777.1 |
0.3 |
0.0% |
777.1 |
| Range |
11.1 |
6.3 |
-4.8 |
-43.2% |
13.9 |
| ATR |
12.2 |
11.8 |
-0.4 |
-3.5% |
0.0 |
| Volume |
49,257 |
270 |
-48,987 |
-99.5% |
315,060 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796.8 |
793.3 |
780.5 |
|
| R3 |
790.3 |
786.8 |
778.8 |
|
| R2 |
784.0 |
784.0 |
778.3 |
|
| R1 |
780.5 |
780.5 |
777.8 |
782.3 |
| PP |
777.8 |
777.8 |
777.8 |
778.5 |
| S1 |
774.3 |
774.3 |
776.5 |
776.0 |
| S2 |
771.5 |
771.5 |
776.0 |
|
| S3 |
765.3 |
768.0 |
775.5 |
|
| S4 |
758.8 |
761.8 |
773.8 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.0 |
811.0 |
784.8 |
|
| R3 |
803.0 |
797.0 |
781.0 |
|
| R2 |
789.0 |
789.0 |
779.8 |
|
| R1 |
783.0 |
783.0 |
778.5 |
786.0 |
| PP |
775.3 |
775.3 |
775.3 |
776.8 |
| S1 |
769.3 |
769.3 |
775.8 |
772.3 |
| S2 |
761.3 |
761.3 |
774.5 |
|
| S3 |
747.5 |
755.3 |
773.3 |
|
| S4 |
733.5 |
741.5 |
769.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
781.2 |
767.3 |
13.9 |
1.8% |
8.5 |
1.1% |
71% |
True |
False |
63,012 |
| 10 |
781.2 |
749.7 |
31.5 |
4.1% |
9.5 |
1.2% |
87% |
True |
False |
94,297 |
| 20 |
781.2 |
713.3 |
67.9 |
8.7% |
12.3 |
1.6% |
94% |
True |
False |
105,852 |
| 40 |
781.2 |
691.3 |
89.9 |
11.6% |
12.8 |
1.6% |
95% |
True |
False |
116,928 |
| 60 |
781.2 |
645.6 |
135.6 |
17.4% |
13.5 |
1.7% |
97% |
True |
False |
123,147 |
| 80 |
781.2 |
592.3 |
188.9 |
24.3% |
13.8 |
1.8% |
98% |
True |
False |
114,830 |
| 100 |
781.2 |
585.3 |
195.9 |
25.2% |
13.5 |
1.7% |
98% |
True |
False |
91,926 |
| 120 |
781.2 |
582.6 |
198.6 |
25.6% |
14.0 |
1.8% |
98% |
True |
False |
76,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
808.0 |
|
2.618 |
797.8 |
|
1.618 |
791.5 |
|
1.000 |
787.5 |
|
0.618 |
785.0 |
|
HIGH |
781.3 |
|
0.618 |
778.8 |
|
0.500 |
778.0 |
|
0.382 |
777.3 |
|
LOW |
775.0 |
|
0.618 |
771.0 |
|
1.000 |
768.5 |
|
1.618 |
764.8 |
|
2.618 |
758.5 |
|
4.250 |
748.0 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
778.0 |
776.3 |
| PP |
777.8 |
775.3 |
| S1 |
777.5 |
774.3 |
|