ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 732.2 735.5 3.3 0.5% 706.7
High 738.4 737.6 -0.8 -0.1% 738.4
Low 728.0 729.7 1.7 0.2% 691.3
Close 736.2 734.1 -2.1 -0.3% 736.2
Range 10.4 7.9 -2.5 -24.0% 47.1
ATR 14.4 13.9 -0.5 -3.2% 0.0
Volume 117,639 95,300 -22,339 -19.0% 701,656
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 757.5 753.8 738.5
R3 749.5 745.8 736.3
R2 741.8 741.8 735.5
R1 738.0 738.0 734.8 735.8
PP 733.8 733.8 733.8 732.8
S1 730.0 730.0 733.5 728.0
S2 726.0 726.0 732.8
S3 718.0 722.0 732.0
S4 710.0 714.3 729.8
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
5 738.4 698.8 39.6 5.4% 12.8 1.7% 89% False False 129,371
10 738.4 691.3 47.1 6.4% 13.8 1.9% 91% False False 129,956
20 738.4 682.4 56.0 7.6% 14.3 1.9% 92% False False 133,023
40 738.4 638.9 99.5 13.6% 14.3 1.9% 96% False False 136,529
60 738.4 585.3 153.1 20.9% 14.0 1.9% 97% False False 100,338
80 738.4 585.3 153.1 20.9% 14.3 1.9% 97% False False 75,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 771.3
2.618 758.3
1.618 750.5
1.000 745.5
0.618 742.5
HIGH 737.5
0.618 734.5
0.500 733.8
0.382 732.8
LOW 729.8
0.618 724.8
1.000 721.8
1.618 717.0
2.618 709.0
4.250 696.0
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 734.0 731.8
PP 733.8 729.3
S1 733.8 727.0

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

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