ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 714.8 716.6 1.8 0.3% 702.5
High 716.6 732.6 16.0 2.2% 716.1
Low 703.3 715.5 12.2 1.7% 692.3
Close 716.3 732.2 15.9 2.2% 702.2
Range 13.3 17.1 3.8 28.6% 23.8
ATR 14.5 14.7 0.2 1.3% 0.0
Volume 143,902 147,883 3,981 2.8% 622,383
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 778.0 772.3 741.5
R3 761.0 755.3 737.0
R2 743.8 743.8 735.3
R1 738.0 738.0 733.8 741.0
PP 726.8 726.8 726.8 728.3
S1 721.0 721.0 730.8 723.8
S2 709.8 709.8 729.0
S3 692.5 703.8 727.5
S4 675.5 686.8 722.8
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
5 732.6 691.3 41.3 5.6% 15.5 2.1% 99% True False 141,600
10 732.6 691.3 41.3 5.6% 14.0 1.9% 99% True False 129,561
20 732.6 675.1 57.5 7.9% 14.5 2.0% 99% True False 132,301
40 732.6 630.0 102.6 14.0% 14.5 2.0% 100% True False 140,764
60 732.6 585.3 147.3 20.1% 14.3 1.9% 100% True False 96,802
80 732.6 585.3 147.3 20.1% 14.5 2.0% 100% True False 72,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 805.3
2.618 777.3
1.618 760.3
1.000 749.8
0.618 743.3
HIGH 732.5
0.618 726.0
0.500 724.0
0.382 722.0
LOW 715.5
0.618 705.0
1.000 698.5
1.618 687.8
2.618 670.8
4.250 642.8
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 729.5 726.8
PP 726.8 721.3
S1 724.0 715.8

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

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