ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 702.0 697.0 -5.0 -0.7% 703.2
High 709.5 702.8 -6.7 -0.9% 709.5
Low 688.1 695.1 7.0 1.0% 687.9
Close 697.1 702.1 5.0 0.7% 702.1
Range 21.4 7.7 -13.7 -64.0% 21.6
ATR 15.0 14.4 -0.5 -3.5% 0.0
Volume 163,421 89,214 -74,207 -45.4% 674,483
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 723.0 720.3 706.3
R3 715.5 712.5 704.3
R2 707.8 707.8 703.5
R1 705.0 705.0 702.8 706.3
PP 700.0 700.0 700.0 700.8
S1 697.3 697.3 701.5 698.5
S2 692.3 692.3 700.8
S3 684.5 689.5 700.0
S4 677.0 681.8 697.8
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 764.8 755.0 714.0
R3 743.0 733.3 708.0
R2 721.5 721.5 706.0
R1 711.8 711.8 704.0 705.8
PP 699.8 699.8 699.8 696.8
S1 690.3 690.3 700.0 684.3
S2 678.3 678.3 698.3
S3 656.8 668.5 696.3
S4 635.0 647.0 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.5 687.9 21.6 3.1% 14.5 2.1% 66% False False 134,896
10 711.7 682.4 29.3 4.2% 14.0 2.0% 67% False False 131,495
20 711.7 655.7 56.0 8.0% 14.3 2.0% 83% False False 133,413
40 711.7 592.3 119.4 17.0% 14.3 2.0% 92% False False 114,958
60 711.7 585.3 126.4 18.0% 14.0 2.0% 92% False False 76,736
80 711.7 582.6 129.1 18.4% 14.3 2.0% 93% False False 57,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 735.5
2.618 723.0
1.618 715.3
1.000 710.5
0.618 707.5
HIGH 702.8
0.618 699.8
0.500 699.0
0.382 698.0
LOW 695.0
0.618 690.3
1.000 687.5
1.618 682.8
2.618 675.0
4.250 662.5
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 701.0 701.0
PP 700.0 700.0
S1 699.0 698.8

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

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