ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 684.9 691.7 6.8 1.0% 679.3
High 695.0 696.9 1.9 0.3% 695.0
Low 675.1 689.6 14.5 2.1% 663.0
Close 690.7 692.3 1.6 0.2% 690.7
Range 19.9 7.3 -12.6 -63.3% 32.0
ATR 14.9 14.3 -0.5 -3.6% 0.0
Volume 124,685 73,822 -50,863 -40.8% 638,709
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 714.8 710.8 696.3
R3 707.5 703.5 694.3
R2 700.3 700.3 693.8
R1 696.3 696.3 693.0 698.3
PP 693.0 693.0 693.0 694.0
S1 689.0 689.0 691.8 691.0
S2 685.8 685.8 691.0
S3 678.3 681.8 690.3
S4 671.0 674.3 688.3
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
5 696.9 667.2 29.7 4.3% 14.5 2.1% 85% True False 116,515
10 696.9 655.7 41.2 6.0% 14.3 2.1% 89% True False 132,502
20 696.9 638.9 58.0 8.4% 14.5 2.1% 92% True False 140,036
40 696.9 585.3 111.6 16.1% 14.0 2.0% 96% True False 83,995
60 696.9 585.3 111.6 16.1% 14.3 2.0% 96% True False 56,083
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.6
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 728.0
2.618 716.0
1.618 708.8
1.000 704.3
0.618 701.5
HIGH 697.0
0.618 694.0
0.500 693.3
0.382 692.5
LOW 689.5
0.618 685.0
1.000 682.3
1.618 677.8
2.618 670.5
4.250 658.5
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 693.3 690.3
PP 693.0 688.0
S1 692.5 686.0

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

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