ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 675.3 674.5 -0.8 -0.1% 668.0
High 683.8 680.9 -2.9 -0.4% 683.8
Low 667.8 670.8 3.0 0.4% 655.7
Close 674.5 678.2 3.7 0.5% 678.2
Range 16.0 10.1 -5.9 -36.9% 28.1
ATR 14.5 14.2 -0.3 -2.2% 0.0
Volume 184,862 133,675 -51,187 -27.7% 714,603
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 707.0 702.8 683.8
R3 696.8 692.5 681.0
R2 686.8 686.8 680.0
R1 682.5 682.5 679.3 684.5
PP 676.8 676.8 676.8 677.8
S1 672.3 672.3 677.3 674.5
S2 666.5 666.5 676.3
S3 656.5 662.3 675.5
S4 646.3 652.3 672.8
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 756.8 745.8 693.8
R3 728.8 717.5 686.0
R2 700.8 700.8 683.3
R1 689.5 689.5 680.8 695.0
PP 672.5 672.5 672.5 675.5
S1 661.3 661.3 675.5 667.0
S2 644.5 644.5 673.0
S3 616.3 633.3 670.5
S4 588.3 605.3 662.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683.8 655.7 28.1 4.1% 12.5 1.9% 80% False False 142,920
10 683.8 644.6 39.2 5.8% 15.0 2.2% 86% False False 140,112
20 683.8 625.3 58.5 8.6% 13.3 2.0% 90% False False 132,057
40 683.8 585.3 98.5 14.5% 14.0 2.1% 94% False False 66,207
60 683.8 585.3 98.5 14.5% 14.3 2.1% 94% False False 44,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 723.8
2.618 707.3
1.618 697.3
1.000 691.0
0.618 687.3
HIGH 681.0
0.618 677.0
0.500 675.8
0.382 674.8
LOW 670.8
0.618 664.5
1.000 660.8
1.618 654.5
2.618 644.3
4.250 628.0
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 677.5 677.5
PP 676.8 676.5
S1 675.8 675.8

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

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