ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 668.7 688.2 19.5 2.9% 668.0
High 688.5 690.0 1.5 0.2% 683.8
Low 667.2 680.4 13.2 2.0% 655.7
Close 686.3 684.7 -1.6 -0.2% 678.2
Range 21.3 9.6 -11.7 -54.9% 28.1
ATR 14.9 14.5 -0.4 -2.5% 0.0
Volume 159,952 108,032 -51,920 -32.5% 714,603
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 713.8 708.8 690.0
R3 704.3 699.3 687.3
R2 694.8 694.8 686.5
R1 689.8 689.8 685.5 687.3
PP 685.0 685.0 685.0 684.0
S1 680.0 680.0 683.8 677.8
S2 675.5 675.5 683.0
S3 665.8 670.5 682.0
S4 656.3 660.8 679.5
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
5 690.0 663.0 27.0 3.9% 14.8 2.2% 80% True False 143,295
10 690.0 644.6 45.4 6.6% 15.0 2.2% 88% True False 138,614
20 690.0 626.9 63.1 9.2% 14.3 2.1% 92% True False 149,707
40 690.0 585.3 104.7 15.3% 14.0 2.0% 95% True False 76,151
60 690.0 585.3 104.7 15.3% 14.3 2.1% 95% True False 50,854
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 730.8
2.618 715.3
1.618 705.5
1.000 699.5
0.618 696.0
HIGH 690.0
0.618 686.3
0.500 685.3
0.382 684.0
LOW 680.5
0.618 674.5
1.000 670.8
1.618 664.8
2.618 655.3
4.250 639.5
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 685.3 682.0
PP 685.0 679.3
S1 684.8 676.5

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

View Archives - Comment on this page... - Back to Index of Symbols