ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 703.2 704.2 1.0 0.1% 691.7
High 708.7 707.0 -1.7 -0.2% 711.7
Low 697.1 687.9 -9.2 -1.3% 682.4
Close 706.8 694.5 -12.3 -1.7% 702.9
Range 11.6 19.1 7.5 64.7% 29.3
ATR 14.2 14.6 0.3 2.4% 0.0
Volume 100,743 190,310 89,567 88.9% 640,469
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 753.8 743.3 705.0
R3 734.8 724.3 699.8
R2 715.5 715.5 698.0
R1 705.0 705.0 696.3 700.8
PP 696.5 696.5 696.5 694.3
S1 686.0 686.0 692.8 681.8
S2 677.3 677.3 691.0
S3 658.3 666.8 689.3
S4 639.3 647.8 684.0
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
5 711.7 687.9 23.8 3.4% 15.3 2.2% 28% False True 145,932
10 711.7 675.1 36.6 5.3% 14.0 2.0% 53% False False 128,032
20 711.7 644.6 67.1 9.7% 15.0 2.1% 74% False False 134,704
40 711.7 586.5 125.2 18.0% 14.3 2.1% 86% False False 105,406
60 711.7 585.3 126.4 18.2% 14.0 2.0% 86% False False 70,357
80 711.7 582.6 129.1 18.6% 14.5 2.1% 87% False False 52,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 788.3
2.618 757.0
1.618 738.0
1.000 726.0
0.618 718.8
HIGH 707.0
0.618 699.8
0.500 697.5
0.382 695.3
LOW 688.0
0.618 676.0
1.000 668.8
1.618 657.0
2.618 638.0
4.250 606.8
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 697.5 699.8
PP 696.5 698.0
S1 695.5 696.3

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

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