ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 687.1 680.6 -6.5 -0.9% 667.2
High 687.4 688.0 0.6 0.1% 679.0
Low 681.0 680.6 -0.4 -0.1% 655.5
Close 682.1 681.7 -0.4 -0.1% 675.7
Range 6.4 7.4 1.0 15.6% 23.5
ATR
Volume 29 7 -22 -75.9% 111
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 705.8 701.0 685.8
R3 698.3 693.8 683.8
R2 690.8 690.8 683.0
R1 686.3 686.3 682.5 688.5
PP 683.5 683.5 683.5 684.5
S1 678.8 678.8 681.0 681.3
S2 676.0 676.0 680.3
S3 668.8 671.5 679.8
S4 661.3 664.0 677.8
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 740.5 731.8 688.5
R3 717.0 708.3 682.3
R2 693.5 693.5 680.0
R1 684.8 684.8 677.8 689.0
PP 670.0 670.0 670.0 672.3
S1 661.3 661.3 673.5 665.5
S2 646.5 646.5 671.5
S3 623.0 637.8 669.3
S4 599.5 614.3 662.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 688.0 665.7 22.3 3.3% 8.5 1.3% 72% True False 18
10 688.0 653.5 34.5 5.1% 9.3 1.4% 82% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 719.5
2.618 707.3
1.618 700.0
1.000 695.5
0.618 692.5
HIGH 688.0
0.618 685.3
0.500 684.3
0.382 683.5
LOW 680.5
0.618 676.0
1.000 673.3
1.618 668.8
2.618 661.3
4.250 649.3
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 684.3 680.3
PP 683.5 679.0
S1 682.5 677.8

Download as Excel Spreadsheet

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

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