ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 714.6 729.1 14.5 2.0% 698.4
High 729.8 734.7 4.9 0.7% 734.7
Low 714.6 729.1 14.5 2.0% 693.5
Close 729.7 733.7 4.0 0.5% 733.7
Range 15.2 5.6 -9.6 -63.2% 41.2
ATR 10.0 9.7 -0.3 -3.1% 0.0
Volume 285 2,167 1,882 660.4% 3,182
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 749.3 747.0 736.8
R3 743.8 741.5 735.3
R2 738.0 738.0 734.8
R1 736.0 736.0 734.3 737.0
PP 732.5 732.5 732.5 733.0
S1 730.3 730.3 733.3 731.5
S2 727.0 727.0 732.8
S3 721.3 724.8 732.3
S4 715.8 719.0 730.5
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 844.3 830.3 756.3
R3 803.0 789.0 745.0
R2 761.8 761.8 741.3
R1 747.8 747.8 737.5 754.8
PP 720.8 720.8 720.8 724.3
S1 706.5 706.5 730.0 713.5
S2 679.5 679.5 726.3
S3 638.3 665.3 722.3
S4 597.0 624.3 711.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 734.7 693.5 41.2 5.6% 10.0 1.4% 98% True False 636
10 734.7 691.9 42.8 5.8% 8.5 1.2% 98% True False 324
20 734.7 682.1 52.6 7.2% 7.5 1.0% 98% True False 165
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 758.5
2.618 749.3
1.618 743.8
1.000 740.3
0.618 738.3
HIGH 734.8
0.618 732.5
0.500 732.0
0.382 731.3
LOW 729.0
0.618 725.8
1.000 723.5
1.618 720.0
2.618 714.5
4.250 705.3
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 733.0 728.5
PP 732.5 723.3
S1 732.0 718.0

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

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