ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 708.6 721.4 12.8 1.8% 718.9
High 724.3 724.7 0.4 0.1% 727.1
Low 708.4 713.7 5.3 0.7% 699.8
Close 721.6 723.6 2.0 0.3% 723.6
Range 15.9 11.0 -4.9 -30.8% 27.3
ATR 13.8 13.6 -0.2 -1.5% 0.0
Volume 132,335 105,462 -26,873 -20.3% 658,158
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 753.8 749.8 729.8
R3 742.8 738.8 726.5
R2 731.8 731.8 725.5
R1 727.8 727.8 724.5 729.8
PP 720.8 720.8 720.8 721.8
S1 716.8 716.8 722.5 718.8
S2 709.8 709.8 721.5
S3 698.8 705.8 720.5
S4 687.8 694.8 717.5
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 798.8 788.5 738.5
R3 771.5 761.3 731.0
R2 744.3 744.3 728.5
R1 733.8 733.8 726.0 739.0
PP 716.8 716.8 716.8 719.5
S1 706.5 706.5 721.0 711.8
S2 689.5 689.5 718.5
S3 662.3 679.3 716.0
S4 635.0 652.0 708.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727.1 699.8 27.3 3.8% 12.8 1.8% 87% False False 131,631
10 738.9 699.8 39.1 5.4% 12.8 1.8% 61% False False 125,230
20 738.9 691.3 47.6 6.6% 13.5 1.9% 68% False False 128,817
40 738.9 655.7 83.2 11.5% 13.8 1.9% 82% False False 131,115
60 738.9 592.3 146.6 20.3% 14.0 1.9% 90% False False 119,578
80 738.9 585.3 153.6 21.2% 13.8 1.9% 90% False False 89,756
100 738.9 582.6 156.3 21.6% 14.3 2.0% 90% False False 71,915
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 771.5
2.618 753.5
1.618 742.5
1.000 735.8
0.618 731.5
HIGH 724.8
0.618 720.5
0.500 719.3
0.382 718.0
LOW 713.8
0.618 707.0
1.000 702.8
1.618 696.0
2.618 685.0
4.250 667.0
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 722.3 720.3
PP 720.8 717.0
S1 719.3 713.5

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

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