ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 708.1 705.5 -2.6 -0.4% 696.0
High 708.9 705.9 -3.0 -0.4% 705.5
Low 705.4 697.7 -7.7 -1.1% 688.1
Close 704.3 702.7 -1.6 -0.2% 699.7
Range 3.5 8.2 4.7 134.3% 17.4
ATR 9.2 9.2 -0.1 -0.8% 0.0
Volume 19 8 -11 -57.9% 38
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 726.8 723.0 707.3
R3 718.5 714.8 705.0
R2 710.3 710.3 704.3
R1 706.5 706.5 703.5 704.3
PP 702.0 702.0 702.0 701.0
S1 698.3 698.3 702.0 696.0
S2 694.0 694.0 701.3
S3 685.8 690.0 700.5
S4 677.5 682.0 698.3
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 750.0 742.3 709.3
R3 732.5 724.8 704.5
R2 715.3 715.3 703.0
R1 707.5 707.5 701.3 711.3
PP 697.8 697.8 697.8 699.8
S1 690.0 690.0 698.0 694.0
S2 680.3 680.3 696.5
S3 663.0 672.8 695.0
S4 645.5 655.3 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.9 693.8 15.1 2.1% 6.3 0.9% 59% False False 10
10 708.9 688.1 20.8 3.0% 6.3 0.9% 70% False False 7
20 708.9 665.7 43.2 6.1% 7.3 1.0% 86% False False 13
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 0.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 740.8
2.618 727.3
1.618 719.3
1.000 714.0
0.618 711.0
HIGH 706.0
0.618 702.8
0.500 701.8
0.382 700.8
LOW 697.8
0.618 692.8
1.000 689.5
1.618 684.5
2.618 676.3
4.250 662.8
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 702.5 702.5
PP 702.0 702.0
S1 701.8 701.8

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

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