ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 706.7 699.3 -7.4 -1.0% 702.5
High 710.2 714.0 3.8 0.5% 716.1
Low 691.3 698.8 7.5 1.1% 692.3
Close 699.3 713.2 13.9 2.0% 702.2
Range 18.9 15.2 -3.7 -19.6% 23.8
ATR 14.5 14.6 0.0 0.3% 0.0
Volume 150,097 142,135 -7,962 -5.3% 622,383
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 754.3 749.0 721.5
R3 739.0 733.8 717.5
R2 723.8 723.8 716.0
R1 718.5 718.5 714.5 721.3
PP 708.8 708.8 708.8 710.0
S1 703.3 703.3 711.8 706.0
S2 693.5 693.5 710.5
S3 678.3 688.3 709.0
S4 663.0 673.0 704.8
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
5 714.0 691.3 22.7 3.2% 15.3 2.1% 96% True False 137,226
10 716.1 688.1 28.0 3.9% 14.5 2.0% 90% False False 129,804
20 716.1 675.1 41.0 5.7% 14.3 2.0% 93% False False 128,918
40 716.1 626.0 90.1 12.6% 14.3 2.0% 97% False False 137,723
60 716.1 585.3 130.8 18.3% 14.3 2.0% 98% False False 91,941
80 716.1 585.3 130.8 18.3% 14.3 2.0% 98% False False 69,023
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 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 778.5
2.618 753.8
1.618 738.5
1.000 729.3
0.618 723.5
HIGH 714.0
0.618 708.3
0.500 706.5
0.382 704.5
LOW 698.8
0.618 689.5
1.000 683.5
1.618 674.3
2.618 659.0
4.250 634.3
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 711.0 709.8
PP 708.8 706.3
S1 706.5 702.8

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

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