ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 718.9 717.0 -1.9 -0.3% 735.5
High 727.1 719.3 -7.8 -1.1% 738.9
Low 716.3 699.8 -16.5 -2.3% 717.3
Close 719.7 705.0 -14.7 -2.0% 718.2
Range 10.8 19.5 8.7 80.6% 21.6
ATR 13.6 14.1 0.4 3.3% 0.0
Volume 113,575 198,082 84,507 74.4% 594,145
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 766.5 755.3 715.8
R3 747.0 735.8 710.3
R2 727.5 727.5 708.5
R1 716.3 716.3 706.8 712.3
PP 708.0 708.0 708.0 706.0
S1 696.8 696.8 703.3 692.8
S2 688.5 688.5 701.5
S3 669.0 677.3 699.8
S4 649.5 657.8 694.3
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 789.5 775.5 730.0
R3 768.0 754.0 724.3
R2 746.5 746.5 722.3
R1 732.3 732.3 720.3 728.5
PP 724.8 724.8 724.8 723.0
S1 710.8 710.8 716.3 707.0
S2 703.3 703.3 714.3
S3 681.5 689.0 712.3
S4 660.0 667.5 706.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 734.0 699.8 34.2 4.9% 13.8 1.9% 15% False True 137,461
10 738.9 699.8 39.1 5.5% 13.5 1.9% 13% False True 131,522
20 738.9 688.1 50.8 7.2% 14.0 2.0% 33% False False 130,663
40 738.9 644.6 94.3 13.4% 14.5 2.0% 64% False False 132,684
60 738.9 586.5 152.4 21.6% 14.3 2.0% 78% False False 113,825
80 738.9 585.3 153.6 21.8% 14.0 2.0% 78% False False 85,434
100 738.9 582.6 156.3 22.2% 14.3 2.0% 78% False False 68,456
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 3.2
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 802.3
2.618 770.3
1.618 750.8
1.000 738.8
0.618 731.3
HIGH 719.3
0.618 711.8
0.500 709.5
0.382 707.3
LOW 699.8
0.618 687.8
1.000 680.3
1.618 668.3
2.618 648.8
4.250 617.0
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 709.5 715.0
PP 708.0 711.8
S1 706.5 708.3

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

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