ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 710.6 714.6 4.0 0.6% 708.1
High 712.8 729.8 17.0 2.4% 708.9
Low 701.1 714.6 13.5 1.9% 691.9
Close 713.8 729.7 15.9 2.2% 699.6
Range 11.7 15.2 3.5 29.9% 17.0
ATR 9.5 10.0 0.5 4.9% 0.0
Volume 713 285 -428 -60.0% 58
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 770.3 765.3 738.0
R3 755.0 750.0 734.0
R2 740.0 740.0 732.5
R1 734.8 734.8 731.0 737.3
PP 724.8 724.8 724.8 726.0
S1 719.5 719.5 728.3 722.3
S2 709.5 709.5 727.0
S3 694.3 704.5 725.5
S4 679.0 689.3 721.3
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
5 729.8 693.5 36.3 5.0% 9.5 1.3% 100% True False 204
10 729.8 691.9 37.9 5.2% 8.5 1.2% 100% True False 108
20 729.8 682.1 47.7 6.5% 7.5 1.0% 100% True False 57
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 0.7
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 794.5
2.618 769.5
1.618 754.5
1.000 745.0
0.618 739.3
HIGH 729.8
0.618 724.0
0.500 722.3
0.382 720.5
LOW 714.5
0.618 705.3
1.000 699.5
1.618 690.0
2.618 674.8
4.250 650.0
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 727.3 724.5
PP 724.8 719.0
S1 722.3 713.8

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

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