ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 694.7 702.2 7.5 1.1% 689.4
High 697.3 705.5 8.2 1.2% 707.5
Low 693.9 693.8 -0.1 0.0% 682.1
Close 698.2 694.5 -3.7 -0.5% 700.3
Range 3.4 11.7 8.3 244.1% 25.4
ATR 9.4 9.6 0.2 1.7% 0.0
Volume 3 11 8 266.7% 27
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 733.0 725.5 701.0
R3 721.3 713.8 697.8
R2 709.8 709.8 696.8
R1 702.0 702.0 695.5 700.0
PP 698.0 698.0 698.0 697.0
S1 690.3 690.3 693.5 688.3
S2 686.3 686.3 692.3
S3 674.5 678.8 691.3
S4 662.8 667.0 688.0
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 772.8 762.0 714.3
R3 747.5 736.5 707.3
R2 722.0 722.0 705.0
R1 711.3 711.3 702.8 716.5
PP 696.8 696.8 696.8 699.3
S1 685.8 685.8 698.0 691.3
S2 671.3 671.3 695.8
S3 645.8 660.3 693.3
S4 620.5 635.0 686.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.5 688.1 19.4 2.8% 7.3 1.0% 33% False False 6
10 707.5 682.1 25.4 3.7% 6.5 0.9% 49% False False 6
20 707.5 653.5 54.0 7.8% 8.0 1.1% 76% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 755.3
2.618 736.3
1.618 724.5
1.000 717.3
0.618 712.8
HIGH 705.5
0.618 701.0
0.500 699.8
0.382 698.3
LOW 693.8
0.618 686.5
1.000 682.0
1.618 674.8
2.618 663.3
4.250 644.0
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 699.8 696.8
PP 698.0 696.0
S1 696.3 695.3

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

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