ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 702.5 705.5 3.0 0.4% 703.2
High 716.1 710.2 -5.9 -0.8% 709.5
Low 701.7 698.3 -3.4 -0.5% 687.9
Close 706.9 705.3 -1.6 -0.2% 702.1
Range 14.4 11.9 -2.5 -17.4% 21.6
ATR 14.4 14.3 -0.2 -1.3% 0.0
Volume 119,772 108,713 -11,059 -9.2% 674,483
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 740.3 734.8 711.8
R3 728.5 722.8 708.5
R2 716.5 716.5 707.5
R1 711.0 711.0 706.5 707.8
PP 704.5 704.5 704.5 703.0
S1 699.0 699.0 704.3 695.8
S2 692.8 692.8 703.0
S3 680.8 687.0 702.0
S4 669.0 675.3 698.8
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
5 716.1 688.1 28.0 4.0% 13.8 1.9% 61% False False 122,383
10 716.1 687.9 28.2 4.0% 14.5 2.0% 62% False False 134,157
20 716.1 663.0 53.1 7.5% 14.3 2.0% 80% False False 131,492
40 716.1 601.3 114.8 16.3% 14.0 2.0% 91% False False 120,633
60 716.1 585.3 130.8 18.5% 14.0 2.0% 92% False False 80,538
80 716.1 582.6 133.5 18.9% 14.5 2.0% 92% False False 60,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 760.8
2.618 741.3
1.618 729.5
1.000 722.0
0.618 717.5
HIGH 710.3
0.618 705.8
0.500 704.3
0.382 702.8
LOW 698.3
0.618 691.0
1.000 686.5
1.618 679.0
2.618 667.3
4.250 647.8
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 705.0 705.5
PP 704.5 705.5
S1 704.3 705.5

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

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