ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 695.8 704.4 8.6 1.2% 669.6
High 705.7 704.4 -1.3 -0.2% 690.0
Low 695.8 704.4 8.6 1.2% 665.7
Close 702.8 704.4 1.6 0.2% 688.1
Range 9.9 0.0 -9.9 -100.0% 24.3
ATR 10.0 9.4 -0.6 -6.0% 0.0
Volume 8 0 -8 -100.0% 84
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 704.5 704.5 704.5
R3 704.5 704.5 704.5
R2 704.5 704.5 704.5
R1 704.5 704.5 704.5 704.5
PP 704.5 704.5 704.5 704.5
S1 704.5 704.5 704.5 704.5
S2 704.5 704.5 704.5
S3 704.5 704.5 704.5
S4 704.5 704.5 704.5
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 754.3 745.5 701.5
R3 729.8 721.3 694.8
R2 705.5 705.5 692.5
R1 696.8 696.8 690.3 701.3
PP 681.3 681.3 681.3 683.5
S1 672.5 672.5 685.8 677.0
S2 657.0 657.0 683.8
S3 632.8 648.3 681.5
S4 608.3 624.0 674.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.7 682.1 23.6 3.4% 6.0 0.8% 94% False False 7
10 705.7 665.7 40.0 5.7% 7.3 1.0% 97% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 704.5
2.618 704.5
1.618 704.5
1.000 704.5
0.618 704.5
HIGH 704.5
0.618 704.5
0.500 704.5
0.382 704.5
LOW 704.5
0.618 704.5
1.000 704.5
1.618 704.5
2.618 704.5
4.250 704.5
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 704.5 701.0
PP 704.5 697.5
S1 704.5 694.0

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

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