ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 698.4 697.7 -0.7 -0.1% 708.1
High 698.4 710.5 12.1 1.7% 708.9
Low 693.5 697.7 4.2 0.6% 691.9
Close 696.7 710.7 14.0 2.0% 699.6
Range 4.9 12.8 7.9 161.2% 17.0
ATR 9.0 9.4 0.3 3.8% 0.0
Volume 9 8 -1 -11.1% 58
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 744.8 740.5 717.8
R3 732.0 727.8 714.3
R2 719.0 719.0 713.0
R1 715.0 715.0 711.8 717.0
PP 706.3 706.3 706.3 707.3
S1 702.0 702.0 709.5 704.3
S2 693.5 693.5 708.3
S3 680.8 689.3 707.3
S4 668.0 676.5 703.8
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 751.3 742.3 709.0
R3 734.3 725.3 704.3
R2 717.3 717.3 702.8
R1 708.3 708.3 701.3 704.3
PP 700.3 700.3 700.3 698.0
S1 691.3 691.3 698.0 687.3
S2 683.3 683.3 696.5
S3 666.3 674.3 695.0
S4 649.3 657.3 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 710.5 691.9 18.6 2.6% 8.3 1.2% 101% True False 9
10 710.5 691.9 18.6 2.6% 7.3 1.0% 101% True False 10
20 710.5 680.6 29.9 4.2% 6.8 1.0% 101% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 765.0
2.618 744.0
1.618 731.3
1.000 723.3
0.618 718.5
HIGH 710.5
0.618 705.5
0.500 704.0
0.382 702.5
LOW 697.8
0.618 689.8
1.000 685.0
1.618 677.0
2.618 664.3
4.250 643.3
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 708.5 707.8
PP 706.3 705.0
S1 704.0 702.0

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

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