ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 727.8 729.8 2.0 0.3% 735.5
High 733.8 730.3 -3.5 -0.5% 738.9
Low 723.1 717.3 -5.8 -0.8% 717.3
Close 730.4 718.2 -12.2 -1.7% 718.2
Range 10.7 13.0 2.3 21.5% 21.6
ATR 13.9 13.9 -0.1 -0.4% 0.0
Volume 101,339 138,902 37,563 37.1% 594,145
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 761.0 752.5 725.3
R3 748.0 739.5 721.8
R2 735.0 735.0 720.5
R1 726.5 726.5 719.5 724.3
PP 722.0 722.0 722.0 720.8
S1 713.5 713.5 717.0 711.3
S2 709.0 709.0 715.8
S3 696.0 700.5 714.5
S4 683.0 687.5 711.0
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 789.5 775.5 730.0
R3 768.0 754.0 724.3
R2 746.5 746.5 722.3
R1 732.3 732.3 720.3 728.5
PP 724.8 724.8 724.8 723.0
S1 710.8 710.8 716.3 707.0
S2 703.3 703.3 714.3
S3 681.5 689.0 712.3
S4 660.0 667.5 706.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.9 717.3 21.6 3.0% 12.5 1.8% 4% False True 118,829
10 738.9 691.3 47.6 6.6% 13.8 1.9% 57% False False 129,580
20 738.9 687.9 51.0 7.1% 14.0 1.9% 59% False False 129,633
40 738.9 644.6 94.3 13.1% 14.5 2.0% 78% False False 131,824
60 738.9 585.3 153.6 21.4% 14.3 2.0% 87% False False 108,643
80 738.9 585.3 153.6 21.4% 14.0 1.9% 87% False False 81,543
100 738.9 582.6 156.3 21.8% 14.5 2.0% 87% False False 65,360
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 785.5
2.618 764.3
1.618 751.3
1.000 743.3
0.618 738.3
HIGH 730.3
0.618 725.3
0.500 723.8
0.382 722.3
LOW 717.3
0.618 709.3
1.000 704.3
1.618 696.3
2.618 683.3
4.250 662.0
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 723.8 725.8
PP 722.0 723.3
S1 720.0 720.8

Download as Excel Spreadsheet

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

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