ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 693.6 705.6 12.0 1.7% 679.3
High 709.9 710.5 0.6 0.1% 695.0
Low 692.3 697.3 5.0 0.7% 663.0
Close 705.4 707.0 1.6 0.2% 690.7
Range 17.6 13.2 -4.4 -25.0% 32.0
ATR 14.5 14.4 -0.1 -0.7% 0.0
Volume 137,699 146,977 9,278 6.7% 638,709
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 744.5 739.0 714.3
R3 731.3 725.8 710.8
R2 718.3 718.3 709.5
R1 712.5 712.5 708.3 715.3
PP 705.0 705.0 705.0 706.3
S1 699.3 699.3 705.8 702.3
S2 691.8 691.8 704.5
S3 678.5 686.3 703.3
S4 665.3 673.0 699.8
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
5 710.5 675.1 35.4 5.0% 14.5 2.0% 90% True False 122,243
10 710.5 663.0 47.5 6.7% 14.5 2.0% 93% True False 125,891
20 710.5 638.9 71.6 10.1% 15.0 2.1% 95% True False 134,149
40 710.5 585.3 125.2 17.7% 14.3 2.0% 97% True False 94,305
60 710.5 585.3 125.2 17.7% 14.0 2.0% 97% True False 62,953
80 710.5 582.6 127.9 18.1% 14.5 2.0% 97% True False 47,368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 766.5
2.618 745.0
1.618 731.8
1.000 723.8
0.618 718.8
HIGH 710.5
0.618 705.5
0.500 704.0
0.382 702.3
LOW 697.3
0.618 689.3
1.000 684.0
1.618 676.0
2.618 662.8
4.250 641.3
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 706.0 703.5
PP 705.0 700.0
S1 704.0 696.5

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

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