ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 705.5 699.9 -5.6 -0.8% 696.0
High 705.9 701.0 -4.9 -0.7% 705.5
Low 697.7 691.9 -5.8 -0.8% 688.1
Close 702.7 700.9 -1.8 -0.3% 699.7
Range 8.2 9.1 0.9 11.0% 17.4
ATR 9.2 9.3 0.1 1.3% 0.0
Volume 8 16 8 100.0% 38
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 725.3 722.3 706.0
R3 716.3 713.0 703.5
R2 707.0 707.0 702.5
R1 704.0 704.0 701.8 705.5
PP 698.0 698.0 698.0 698.8
S1 694.8 694.8 700.0 696.5
S2 688.8 688.8 699.3
S3 679.8 685.8 698.5
S4 670.8 676.8 696.0
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
5 708.9 691.9 17.0 2.4% 7.5 1.1% 53% False True 13
10 708.9 688.1 20.8 3.0% 6.3 0.9% 62% False False 8
20 708.9 665.7 43.2 6.2% 7.3 1.0% 81% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 739.8
2.618 724.8
1.618 715.8
1.000 710.0
0.618 706.5
HIGH 701.0
0.618 697.5
0.500 696.5
0.382 695.5
LOW 692.0
0.618 686.3
1.000 682.8
1.618 677.3
2.618 668.0
4.250 653.3
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 699.5 700.8
PP 698.0 700.5
S1 696.5 700.5

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

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