ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 704.1 698.0 -6.1 -0.9% 702.5
High 710.0 705.2 -4.8 -0.7% 716.1
Low 695.9 692.3 -3.6 -0.5% 692.3
Close 697.6 702.2 4.6 0.7% 702.2
Range 14.1 12.9 -1.2 -8.5% 23.8
ATR 14.3 14.2 -0.1 -0.7% 0.0
Volume 129,634 123,986 -5,648 -4.4% 622,383
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 738.5 733.3 709.3
R3 725.8 720.5 705.8
R2 712.8 712.8 704.5
R1 707.5 707.5 703.5 710.3
PP 700.0 700.0 700.0 701.3
S1 694.5 694.5 701.0 697.3
S2 687.0 687.0 699.8
S3 674.0 681.8 698.8
S4 661.3 668.8 695.0
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 775.0 762.3 715.3
R3 751.3 738.5 708.8
R2 727.3 727.3 706.5
R1 714.8 714.8 704.5 709.3
PP 703.5 703.5 703.5 700.8
S1 691.0 691.0 700.0 685.3
S2 679.8 679.8 697.8
S3 656.0 667.3 695.8
S4 632.3 643.3 689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 716.1 692.3 23.8 3.4% 13.8 1.9% 42% False True 124,476
10 716.1 687.9 28.2 4.0% 14.0 2.0% 51% False False 129,686
20 716.1 663.0 53.1 7.6% 14.5 2.1% 74% False False 128,802
40 716.1 625.3 90.8 12.9% 14.0 2.0% 85% False False 130,429
60 716.1 585.3 130.8 18.6% 14.3 2.0% 89% False False 87,072
80 716.1 585.3 130.8 18.6% 14.3 2.0% 89% False False 65,394
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 760.0
2.618 739.0
1.618 726.0
1.000 718.0
0.618 713.3
HIGH 705.3
0.618 700.3
0.500 698.8
0.382 697.3
LOW 692.3
0.618 684.3
1.000 679.5
1.618 671.5
2.618 658.5
4.250 637.5
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 701.0 701.8
PP 700.0 701.5
S1 698.8 701.3

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

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