ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 679.3 668.7 -10.6 -1.6% 668.0
High 679.8 688.5 8.7 1.3% 683.8
Low 663.0 667.2 4.2 0.6% 655.7
Close 668.8 686.3 17.5 2.6% 678.2
Range 16.8 21.3 4.5 26.8% 28.1
ATR 14.4 14.9 0.5 3.4% 0.0
Volume 129,954 159,952 29,998 23.1% 714,603
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 744.5 736.8 698.0
R3 723.3 715.5 692.3
R2 702.0 702.0 690.3
R1 694.3 694.3 688.3 698.0
PP 680.8 680.8 680.8 682.5
S1 672.8 672.8 684.3 676.8
S2 659.3 659.3 682.5
S3 638.0 651.5 680.5
S4 616.8 630.3 674.5
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
5 688.5 663.0 25.5 3.7% 14.8 2.1% 91% True False 147,522
10 688.5 644.6 43.9 6.4% 15.8 2.3% 95% True False 141,376
20 688.5 626.0 62.5 9.1% 14.3 2.1% 96% True False 146,528
40 688.5 585.3 103.2 15.0% 14.5 2.1% 98% True False 73,452
60 688.5 585.3 103.2 15.0% 14.3 2.1% 98% True False 49,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 779.0
2.618 744.3
1.618 723.0
1.000 709.8
0.618 701.8
HIGH 688.5
0.618 680.3
0.500 677.8
0.382 675.3
LOW 667.3
0.618 654.0
1.000 646.0
1.618 632.8
2.618 611.5
4.250 576.8
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 683.5 682.8
PP 680.8 679.3
S1 677.8 675.8

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

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