ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 707.7 704.1 -3.6 -0.5% 703.2
High 708.7 710.0 1.3 0.2% 709.5
Low 693.7 695.9 2.2 0.3% 687.9
Close 703.5 697.6 -5.9 -0.8% 702.1
Range 15.0 14.1 -0.9 -6.0% 21.6
ATR 14.3 14.3 0.0 -0.1% 0.0
Volume 140,278 129,634 -10,644 -7.6% 674,483
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 743.5 734.8 705.3
R3 729.3 720.5 701.5
R2 715.3 715.3 700.3
R1 706.5 706.5 699.0 703.8
PP 701.3 701.3 701.3 699.8
S1 692.3 692.3 696.3 689.8
S2 687.0 687.0 695.0
S3 673.0 678.3 693.8
S4 658.8 664.3 689.8
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
5 716.1 693.7 22.4 3.2% 12.5 1.8% 17% False False 117,522
10 716.1 687.9 28.2 4.0% 14.3 2.0% 34% False False 132,681
20 716.1 663.0 53.1 7.6% 14.3 2.1% 65% False False 129,286
40 716.1 625.3 90.8 13.0% 14.0 2.0% 80% False False 127,334
60 716.1 585.3 130.8 18.8% 14.3 2.0% 86% False False 85,010
80 716.1 585.3 130.8 18.8% 14.3 2.0% 86% False False 63,854
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
4.250 770.0
2.618 747.0
1.618 732.8
1.000 724.0
0.618 718.8
HIGH 710.0
0.618 704.5
0.500 703.0
0.382 701.3
LOW 696.0
0.618 687.3
1.000 681.8
1.618 673.0
2.618 659.0
4.250 636.0
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 703.0 702.0
PP 701.3 700.5
S1 699.5 699.0

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

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