ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 692.0 693.6 1.6 0.2% 679.3
High 696.4 709.9 13.5 1.9% 695.0
Low 682.4 692.3 9.9 1.5% 663.0
Close 692.5 705.4 12.9 1.9% 690.7
Range 14.0 17.6 3.6 25.7% 32.0
ATR 14.3 14.5 0.2 1.6% 0.0
Volume 128,036 137,699 9,663 7.5% 638,709
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 755.3 748.0 715.0
R3 737.8 730.3 710.3
R2 720.3 720.3 708.8
R1 712.8 712.8 707.0 716.5
PP 702.5 702.5 702.5 704.5
S1 695.3 695.3 703.8 698.8
S2 685.0 685.0 702.3
S3 667.3 677.5 700.5
S4 649.8 660.0 695.8
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
5 709.9 675.1 34.8 4.9% 14.8 2.1% 87% True False 116,065
10 709.9 663.0 46.9 6.6% 14.8 2.1% 90% True False 129,680
20 709.9 638.9 71.0 10.1% 15.0 2.1% 94% True False 134,072
40 709.9 585.3 124.6 17.7% 14.3 2.0% 96% True False 90,636
60 709.9 585.3 124.6 17.7% 14.0 2.0% 96% True False 60,505
80 709.9 582.6 127.3 18.0% 14.5 2.0% 96% True False 45,531
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 3.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 784.8
2.618 756.0
1.618 738.5
1.000 727.5
0.618 720.8
HIGH 710.0
0.618 703.3
0.500 701.0
0.382 699.0
LOW 692.3
0.618 681.5
1.000 674.8
1.618 663.8
2.618 646.3
4.250 617.5
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 704.0 702.3
PP 702.5 699.3
S1 701.0 696.3

Download as Excel Spreadsheet

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

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