ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 705.6 706.2 0.6 0.1% 691.7
High 710.5 711.7 1.2 0.2% 711.7
Low 697.3 697.2 -0.1 0.0% 682.4
Close 707.0 702.9 -4.1 -0.6% 702.9
Range 13.2 14.5 1.3 9.8% 29.3
ATR 14.4 14.5 0.0 0.0% 0.0
Volume 146,977 153,935 6,958 4.7% 640,469
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 747.5 739.8 711.0
R3 733.0 725.3 707.0
R2 718.5 718.5 705.5
R1 710.8 710.8 704.3 707.3
PP 704.0 704.0 704.0 702.3
S1 696.3 696.3 701.5 692.8
S2 689.5 689.5 700.3
S3 675.0 681.8 699.0
S4 660.5 667.3 695.0
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 787.0 774.3 719.0
R3 757.5 745.0 711.0
R2 728.3 728.3 708.3
R1 715.5 715.5 705.5 722.0
PP 699.0 699.0 699.0 702.3
S1 686.3 686.3 700.3 692.8
S2 669.8 669.8 697.5
S3 640.5 657.0 694.8
S4 611.0 627.8 686.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711.7 682.4 29.3 4.2% 13.3 1.9% 70% True False 128,093
10 711.7 663.0 48.7 6.9% 14.8 2.1% 82% True False 127,917
20 711.7 644.6 67.1 9.5% 15.0 2.1% 87% True False 134,015
40 711.7 585.3 126.4 18.0% 14.3 2.0% 93% True False 98,148
60 711.7 585.3 126.4 18.0% 13.8 2.0% 93% True False 65,513
80 711.7 582.6 129.1 18.4% 14.5 2.1% 93% True False 49,291
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 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 773.3
2.618 749.8
1.618 735.3
1.000 726.3
0.618 720.8
HIGH 711.8
0.618 706.3
0.500 704.5
0.382 702.8
LOW 697.3
0.618 688.3
1.000 682.8
1.618 673.8
2.618 659.3
4.250 635.5
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 704.5 702.5
PP 704.0 702.3
S1 703.5 702.0

Download as Excel Spreadsheet

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

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