ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 684.1 684.9 0.8 0.1% 679.3
High 691.8 695.0 3.2 0.5% 695.0
Low 677.4 675.1 -2.3 -0.3% 663.0
Close 684.3 690.7 6.4 0.9% 690.7
Range 14.4 19.9 5.5 38.2% 32.0
ATR 14.5 14.9 0.4 2.7% 0.0
Volume 116,086 124,685 8,599 7.4% 638,709
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 746.8 738.5 701.8
R3 726.8 718.8 696.3
R2 706.8 706.8 694.3
R1 698.8 698.8 692.5 702.8
PP 687.0 687.0 687.0 689.0
S1 678.8 678.8 689.0 683.0
S2 667.0 667.0 687.0
S3 647.3 659.0 685.3
S4 627.3 639.0 679.8
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 779.0 766.8 708.3
R3 747.0 734.8 699.5
R2 715.0 715.0 696.5
R1 702.8 702.8 693.8 708.8
PP 683.0 683.0 683.0 686.0
S1 670.8 670.8 687.8 676.8
S2 651.0 651.0 684.8
S3 619.0 638.8 682.0
S4 587.0 606.8 673.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695.0 663.0 32.0 4.6% 16.5 2.4% 87% True False 127,741
10 695.0 655.7 39.3 5.7% 14.5 2.1% 89% True False 135,331
20 695.0 636.0 59.0 8.5% 14.8 2.1% 93% True False 146,492
40 695.0 585.3 109.7 15.9% 14.3 2.1% 96% True False 82,155
60 695.0 585.3 109.7 15.9% 14.3 2.1% 96% True False 54,861
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 4.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 779.5
2.618 747.0
1.618 727.3
1.000 715.0
0.618 707.3
HIGH 695.0
0.618 687.5
0.500 685.0
0.382 682.8
LOW 675.0
0.618 662.8
1.000 655.3
1.618 643.0
2.618 623.0
4.250 590.5
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 688.8 688.8
PP 687.0 687.0
S1 685.0 685.0

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

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