ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 692.7 702.0 9.3 1.3% 691.7
High 704.8 709.5 4.7 0.7% 711.7
Low 691.9 688.1 -3.8 -0.5% 682.4
Close 700.8 697.1 -3.7 -0.5% 702.9
Range 12.9 21.4 8.5 65.9% 29.3
ATR 14.5 15.0 0.5 3.4% 0.0
Volume 130,795 163,421 32,626 24.9% 640,469
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 762.5 751.3 708.8
R3 741.0 729.8 703.0
R2 719.8 719.8 701.0
R1 708.3 708.3 699.0 703.3
PP 698.3 698.3 698.3 695.8
S1 687.0 687.0 695.3 682.0
S2 676.8 676.8 693.3
S3 655.5 665.5 691.3
S4 634.0 644.3 685.3
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% 16.0 2.3% 39% False False 147,840
10 711.7 675.1 36.6 5.3% 15.3 2.2% 60% False False 135,042
20 711.7 645.6 66.1 9.5% 15.0 2.2% 78% False False 135,585
40 711.7 592.3 119.4 17.1% 14.5 2.1% 88% False False 112,733
60 711.7 585.3 126.4 18.1% 14.0 2.0% 88% False False 75,258
80 711.7 582.6 129.1 18.5% 14.5 2.1% 89% False False 56,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 800.5
2.618 765.5
1.618 744.3
1.000 731.0
0.618 722.8
HIGH 709.5
0.618 701.3
0.500 698.8
0.382 696.3
LOW 688.0
0.618 674.8
1.000 666.8
1.618 653.5
2.618 632.0
4.250 597.3
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 698.8 698.8
PP 698.3 698.3
S1 697.8 697.8

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

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