ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 699.3 714.8 15.5 2.2% 702.5
High 714.0 716.6 2.6 0.4% 716.1
Low 698.8 703.3 4.5 0.6% 692.3
Close 713.2 716.3 3.1 0.4% 702.2
Range 15.2 13.3 -1.9 -12.5% 23.8
ATR 14.6 14.5 -0.1 -0.6% 0.0
Volume 142,135 143,902 1,767 1.2% 622,383
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 752.0 747.5 723.5
R3 738.8 734.3 720.0
R2 725.3 725.3 718.8
R1 720.8 720.8 717.5 723.0
PP 712.0 712.0 712.0 713.3
S1 707.5 707.5 715.0 709.8
S2 698.8 698.8 713.8
S3 685.5 694.3 712.8
S4 672.3 681.0 709.0
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
5 716.6 691.3 25.3 3.5% 15.0 2.1% 99% True False 137,950
10 716.6 688.1 28.5 4.0% 14.5 2.0% 99% True False 131,115
20 716.6 675.1 41.5 5.8% 14.5 2.0% 99% True False 130,712
40 716.6 626.9 89.7 12.5% 14.3 2.0% 100% True False 140,209
60 716.6 585.3 131.3 18.3% 14.0 2.0% 100% True False 94,338
80 716.6 585.3 131.3 18.3% 14.5 2.0% 100% True False 70,818
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 3.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 773.0
2.618 751.5
1.618 738.0
1.000 730.0
0.618 724.8
HIGH 716.5
0.618 711.5
0.500 710.0
0.382 708.5
LOW 703.3
0.618 695.0
1.000 690.0
1.618 681.8
2.618 668.5
4.250 646.8
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 714.3 712.3
PP 712.0 708.0
S1 710.0 704.0

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

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