ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 730.8 723.3 -7.5 -1.0% 698.4
High 735.3 730.7 -4.6 -0.6% 734.7
Low 721.4 722.3 0.9 0.1% 693.5
Close 723.3 729.2 5.9 0.8% 733.7
Range 13.9 8.4 -5.5 -39.6% 41.2
ATR 9.6 9.5 -0.1 -0.9% 0.0
Volume 12 32 20 166.7% 3,182
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 752.5 749.3 733.8
R3 744.3 741.0 731.5
R2 735.8 735.8 730.8
R1 732.5 732.5 730.0 734.3
PP 727.5 727.5 727.5 728.3
S1 724.0 724.0 728.5 725.8
S2 719.0 719.0 727.8
S3 710.5 715.8 727.0
S4 702.3 707.3 724.5
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
5 735.3 714.6 20.7 2.8% 9.3 1.3% 71% False False 840
10 735.3 693.5 41.8 5.7% 9.0 1.2% 85% False False 494
20 735.3 688.1 47.2 6.5% 7.5 1.0% 87% False False 251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 766.5
2.618 752.8
1.618 744.3
1.000 739.0
0.618 736.0
HIGH 730.8
0.618 727.5
0.500 726.5
0.382 725.5
LOW 722.3
0.618 717.0
1.000 714.0
1.618 708.8
2.618 700.3
4.250 686.5
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 728.3 729.0
PP 727.5 728.8
S1 726.5 728.3

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

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