ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 688.2 684.1 -4.1 -0.6% 668.0
High 690.0 691.8 1.8 0.3% 683.8
Low 680.4 677.4 -3.0 -0.4% 655.7
Close 684.7 684.3 -0.4 -0.1% 678.2
Range 9.6 14.4 4.8 50.0% 28.1
ATR 14.5 14.5 0.0 0.0% 0.0
Volume 108,032 116,086 8,054 7.5% 714,603
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 727.8 720.5 692.3
R3 713.3 706.0 688.3
R2 699.0 699.0 687.0
R1 691.5 691.5 685.5 695.3
PP 684.5 684.5 684.5 686.3
S1 677.3 677.3 683.0 680.8
S2 670.0 670.0 681.8
S3 655.8 662.8 680.3
S4 641.3 648.5 676.5
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
5 691.8 663.0 28.8 4.2% 14.5 2.1% 74% True False 129,539
10 691.8 645.6 46.2 6.8% 14.8 2.2% 84% True False 136,127
20 691.8 630.0 61.8 9.0% 14.3 2.1% 88% True False 149,228
40 691.8 585.3 106.5 15.6% 14.0 2.0% 93% True False 79,052
60 691.8 585.3 106.5 15.6% 14.3 2.1% 93% True False 52,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753.0
2.618 729.5
1.618 715.0
1.000 706.3
0.618 700.8
HIGH 691.8
0.618 686.3
0.500 684.5
0.382 683.0
LOW 677.5
0.618 668.5
1.000 663.0
1.618 654.0
2.618 639.8
4.250 616.3
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 684.5 682.8
PP 684.5 681.0
S1 684.5 679.5

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

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