ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 705.5 707.7 2.2 0.3% 703.2
High 710.2 708.7 -1.5 -0.2% 709.5
Low 698.3 693.7 -4.6 -0.7% 687.9
Close 705.3 703.5 -1.8 -0.3% 702.1
Range 11.9 15.0 3.1 26.1% 21.6
ATR 14.3 14.3 0.1 0.4% 0.0
Volume 108,713 140,278 31,565 29.0% 674,483
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 747.0 740.3 711.8
R3 732.0 725.3 707.5
R2 717.0 717.0 706.3
R1 710.3 710.3 705.0 706.0
PP 702.0 702.0 702.0 700.0
S1 695.3 695.3 702.0 691.0
S2 687.0 687.0 700.8
S3 672.0 680.3 699.5
S4 657.0 665.3 695.3
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% 14.0 2.0% 55% False False 124,279
10 716.1 687.9 28.2 4.0% 14.3 2.0% 55% False False 134,415
20 716.1 663.0 53.1 7.5% 14.5 2.1% 76% False False 132,048
40 716.1 619.1 97.0 13.8% 13.8 2.0% 87% False False 124,122
60 716.1 585.3 130.8 18.6% 14.3 2.0% 90% False False 82,861
80 716.1 585.3 130.8 18.6% 14.3 2.0% 90% False False 62,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 772.5
2.618 748.0
1.618 733.0
1.000 723.8
0.618 718.0
HIGH 708.8
0.618 703.0
0.500 701.3
0.382 699.5
LOW 693.8
0.618 684.5
1.000 678.8
1.618 669.5
2.618 654.5
4.250 630.0
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 702.8 705.0
PP 702.0 704.5
S1 701.3 704.0

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

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