ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 698.0 706.7 8.7 1.2% 702.5
High 705.2 710.2 5.0 0.7% 716.1
Low 692.3 691.3 -1.0 -0.1% 692.3
Close 702.2 699.3 -2.9 -0.4% 702.2
Range 12.9 18.9 6.0 46.5% 23.8
ATR 14.2 14.5 0.3 2.4% 0.0
Volume 123,986 150,097 26,111 21.1% 622,383
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 757.0 747.0 709.8
R3 738.0 728.3 704.5
R2 719.3 719.3 702.8
R1 709.3 709.3 701.0 704.8
PP 700.3 700.3 700.3 698.0
S1 690.3 690.3 697.5 685.8
S2 681.3 681.3 695.8
S3 662.5 671.5 694.0
S4 643.5 652.5 689.0
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
5 710.2 691.3 18.9 2.7% 14.5 2.1% 42% True True 130,541
10 716.1 687.9 28.2 4.0% 14.8 2.1% 40% False False 134,622
20 716.1 667.2 48.9 7.0% 14.5 2.1% 66% False False 129,809
40 716.1 625.3 90.8 13.0% 14.3 2.1% 81% False False 134,171
60 716.1 585.3 130.8 18.7% 14.3 2.0% 87% False False 89,574
80 716.1 585.3 130.8 18.7% 14.5 2.1% 87% False False 67,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 790.5
2.618 759.8
1.618 740.8
1.000 729.0
0.618 722.0
HIGH 710.3
0.618 703.0
0.500 700.8
0.382 698.5
LOW 691.3
0.618 679.5
1.000 672.5
1.618 660.8
2.618 641.8
4.250 611.0
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 700.8 700.8
PP 700.3 700.3
S1 699.8 699.8

Download as Excel Spreadsheet

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

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