ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 716.6 732.2 15.6 2.2% 706.7
High 732.6 738.4 5.8 0.8% 738.4
Low 715.5 728.0 12.5 1.7% 691.3
Close 732.2 736.2 4.0 0.5% 736.2
Range 17.1 10.4 -6.7 -39.2% 47.1
ATR 14.7 14.4 -0.3 -2.1% 0.0
Volume 147,883 117,639 -30,244 -20.5% 701,656
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 765.5 761.3 742.0
R3 755.0 750.8 739.0
R2 744.5 744.5 738.0
R1 740.5 740.5 737.3 742.5
PP 734.3 734.3 734.3 735.3
S1 730.0 730.0 735.3 732.0
S2 723.8 723.8 734.3
S3 713.5 719.5 733.3
S4 703.0 709.3 730.5
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 863.3 846.8 762.0
R3 816.3 799.8 749.3
R2 769.0 769.0 744.8
R1 752.8 752.8 740.5 760.8
PP 722.0 722.0 722.0 726.0
S1 705.5 705.5 732.0 713.8
S2 674.8 674.8 727.5
S3 627.8 658.5 723.3
S4 580.8 611.3 710.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.4 691.3 47.1 6.4% 15.0 2.0% 95% True False 140,331
10 738.4 691.3 47.1 6.4% 14.3 1.9% 95% True False 132,403
20 738.4 682.4 56.0 7.6% 14.0 1.9% 96% True False 131,949
40 738.4 636.0 102.4 13.9% 14.5 2.0% 98% True False 139,221
60 738.4 585.3 153.1 20.8% 14.3 1.9% 99% True False 98,753
80 738.4 585.3 153.1 20.8% 14.3 1.9% 99% True False 74,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.9
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 782.5
2.618 765.8
1.618 755.3
1.000 748.8
0.618 744.8
HIGH 738.5
0.618 734.5
0.500 733.3
0.382 732.0
LOW 728.0
0.618 721.5
1.000 717.5
1.618 711.3
2.618 700.8
4.250 683.8
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 735.3 731.0
PP 734.3 726.0
S1 733.3 720.8

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

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