ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 704.2 692.7 -11.5 -1.6% 691.7
High 707.0 704.8 -2.2 -0.3% 711.7
Low 687.9 691.9 4.0 0.6% 682.4
Close 694.5 700.8 6.3 0.9% 702.9
Range 19.1 12.9 -6.2 -32.5% 29.3
ATR 14.6 14.5 -0.1 -0.8% 0.0
Volume 190,310 130,795 -59,515 -31.3% 640,469
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 737.8 732.3 708.0
R3 725.0 719.3 704.3
R2 712.0 712.0 703.3
R1 706.5 706.5 702.0 709.3
PP 699.3 699.3 699.3 700.5
S1 693.5 693.5 699.5 696.3
S2 686.3 686.3 698.5
S3 673.3 680.8 697.3
S4 660.5 667.8 693.8
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% 14.3 2.0% 54% False False 144,552
10 711.7 675.1 36.6 5.2% 14.5 2.1% 70% False False 130,308
20 711.7 644.6 67.1 9.6% 14.8 2.1% 84% False False 134,461
40 711.7 592.3 119.4 17.0% 14.3 2.0% 91% False False 108,663
60 711.7 585.3 126.4 18.0% 14.0 2.0% 91% False False 72,536
80 711.7 582.6 129.1 18.4% 14.5 2.1% 92% False False 54,535
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 759.5
2.618 738.5
1.618 725.8
1.000 717.8
0.618 712.8
HIGH 704.8
0.618 699.8
0.500 698.3
0.382 696.8
LOW 692.0
0.618 684.0
1.000 679.0
1.618 671.0
2.618 658.3
4.250 637.0
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 700.0 700.0
PP 699.3 699.3
S1 698.3 698.3

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

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