ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 697.0 702.5 5.5 0.8% 703.2
High 702.8 716.1 13.3 1.9% 709.5
Low 695.1 701.7 6.6 0.9% 687.9
Close 702.1 706.9 4.8 0.7% 702.1
Range 7.7 14.4 6.7 87.0% 21.6
ATR 14.4 14.4 0.0 0.0% 0.0
Volume 89,214 119,772 30,558 34.3% 674,483
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 751.5 743.5 714.8
R3 737.0 729.3 710.8
R2 722.8 722.8 709.5
R1 714.8 714.8 708.3 718.8
PP 708.3 708.3 708.3 710.3
S1 700.3 700.3 705.5 704.3
S2 693.8 693.8 704.3
S3 679.5 686.0 703.0
S4 665.0 671.5 699.0
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
5 716.1 687.9 28.2 4.0% 15.0 2.1% 67% True False 138,702
10 716.1 682.4 33.7 4.8% 14.8 2.1% 73% True False 136,090
20 716.1 655.7 60.4 8.5% 14.5 2.0% 85% True False 134,296
40 716.1 592.3 123.8 17.5% 14.0 2.0% 93% True False 117,930
60 716.1 585.3 130.8 18.5% 14.0 2.0% 93% True False 78,731
80 716.1 582.6 133.5 18.9% 14.5 2.1% 93% True False 59,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 777.3
2.618 753.8
1.618 739.5
1.000 730.5
0.618 725.0
HIGH 716.0
0.618 710.5
0.500 709.0
0.382 707.3
LOW 701.8
0.618 692.8
1.000 687.3
1.618 678.5
2.618 664.0
4.250 640.5
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 709.0 705.3
PP 708.3 703.8
S1 707.5 702.0

Download as Excel Spreadsheet

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

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