ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 691.7 692.0 0.3 0.0% 679.3
High 696.9 696.4 -0.5 -0.1% 695.0
Low 689.6 682.4 -7.2 -1.0% 663.0
Close 692.3 692.5 0.2 0.0% 690.7
Range 7.3 14.0 6.7 91.8% 32.0
ATR 14.3 14.3 0.0 -0.2% 0.0
Volume 73,822 128,036 54,214 73.4% 638,709
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 732.5 726.5 700.3
R3 718.5 712.5 696.3
R2 704.5 704.5 695.0
R1 698.5 698.5 693.8 701.5
PP 690.5 690.5 690.5 692.0
S1 684.5 684.5 691.3 687.5
S2 676.5 676.5 690.0
S3 662.5 670.5 688.8
S4 648.5 656.5 684.8
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
5 696.9 675.1 21.8 3.1% 13.0 1.9% 80% False False 110,132
10 696.9 663.0 33.9 4.9% 13.8 2.0% 87% False False 128,827
20 696.9 638.9 58.0 8.4% 14.8 2.1% 92% False False 136,427
40 696.9 585.3 111.6 16.1% 14.3 2.0% 96% False False 87,195
60 696.9 585.3 111.6 16.1% 14.0 2.0% 96% False False 58,214
80 696.9 582.6 114.3 16.5% 14.3 2.1% 96% False False 43,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 756.0
2.618 733.0
1.618 719.0
1.000 710.5
0.618 705.0
HIGH 696.5
0.618 691.0
0.500 689.5
0.382 687.8
LOW 682.5
0.618 673.8
1.000 668.5
1.618 659.8
2.618 645.8
4.250 623.0
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 691.5 690.3
PP 690.5 688.3
S1 689.5 686.0

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

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