ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
728.7 |
727.5 |
-1.2 |
-0.2% |
740.0 |
| High |
729.6 |
742.5 |
12.9 |
1.8% |
735.8 |
| Low |
718.2 |
727.5 |
9.3 |
1.3% |
710.9 |
| Close |
724.1 |
739.5 |
15.4 |
2.1% |
728.2 |
| Range |
11.4 |
15.0 |
3.6 |
31.6% |
24.9 |
| ATR |
10.3 |
10.9 |
0.6 |
5.6% |
0.0 |
| Volume |
140 |
733 |
593 |
423.6% |
2,735 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.5 |
775.5 |
747.8 |
|
| R3 |
766.5 |
760.5 |
743.5 |
|
| R2 |
751.5 |
751.5 |
742.3 |
|
| R1 |
745.5 |
745.5 |
741.0 |
748.5 |
| PP |
736.5 |
736.5 |
736.5 |
738.0 |
| S1 |
730.5 |
730.5 |
738.0 |
733.5 |
| S2 |
721.5 |
721.5 |
736.8 |
|
| S3 |
706.5 |
715.5 |
735.5 |
|
| S4 |
691.5 |
700.5 |
731.3 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
799.8 |
788.8 |
742.0 |
|
| R3 |
774.8 |
764.0 |
735.0 |
|
| R2 |
749.8 |
749.8 |
732.8 |
|
| R1 |
739.0 |
739.0 |
730.5 |
732.0 |
| PP |
725.0 |
725.0 |
725.0 |
721.5 |
| S1 |
714.3 |
714.3 |
726.0 |
707.0 |
| S2 |
700.0 |
700.0 |
723.8 |
|
| S3 |
675.3 |
689.3 |
721.3 |
|
| S4 |
650.3 |
664.3 |
714.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806.3 |
|
2.618 |
781.8 |
|
1.618 |
766.8 |
|
1.000 |
757.5 |
|
0.618 |
751.8 |
|
HIGH |
742.5 |
|
0.618 |
736.8 |
|
0.500 |
735.0 |
|
0.382 |
733.3 |
|
LOW |
727.5 |
|
0.618 |
718.3 |
|
1.000 |
712.5 |
|
1.618 |
703.3 |
|
2.618 |
688.3 |
|
4.250 |
663.8 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
738.0 |
736.3 |
| PP |
736.5 |
733.0 |
| S1 |
735.0 |
729.5 |
|