ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 706.2 703.2 -3.0 -0.4% 691.7
High 711.7 708.7 -3.0 -0.4% 711.7
Low 697.2 697.1 -0.1 0.0% 682.4
Close 702.9 706.8 3.9 0.6% 702.9
Range 14.5 11.6 -2.9 -20.0% 29.3
ATR 14.5 14.2 -0.2 -1.4% 0.0
Volume 153,935 100,743 -53,192 -34.6% 640,469
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 739.0 734.5 713.3
R3 727.5 723.0 710.0
R2 715.8 715.8 709.0
R1 711.3 711.3 707.8 713.5
PP 704.3 704.3 704.3 705.3
S1 699.8 699.8 705.8 702.0
S2 692.5 692.5 704.8
S3 681.0 688.0 703.5
S4 669.5 676.5 700.5
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 4.1% 14.3 2.0% 83% False False 133,478
10 711.7 667.2 44.5 6.3% 14.3 2.0% 89% False False 124,996
20 711.7 644.6 67.1 9.5% 14.5 2.0% 93% False False 131,987
40 711.7 585.3 126.4 17.9% 14.3 2.0% 96% False False 100,653
60 711.7 585.3 126.4 17.9% 13.8 2.0% 96% False False 67,189
80 711.7 582.6 129.1 18.3% 14.5 2.1% 96% False False 50,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 758.0
2.618 739.0
1.618 727.5
1.000 720.3
0.618 715.8
HIGH 708.8
0.618 704.3
0.500 703.0
0.382 701.5
LOW 697.0
0.618 690.0
1.000 685.5
1.618 678.3
2.618 666.8
4.250 647.8
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 705.5 706.0
PP 704.3 705.3
S1 703.0 704.5

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

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