ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 707.5 696.0 -11.5 -1.6% 689.4
High 707.5 698.2 -9.3 -1.3% 707.5
Low 695.4 696.0 0.6 0.1% 682.1
Close 700.3 704.2 3.9 0.6% 700.3
Range 12.1 2.2 -9.9 -81.8% 25.4
ATR 9.6 9.2 -0.4 -4.0% 0.0
Volume 6 9 3 50.0% 27
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 706.0 707.3 705.5
R3 703.8 705.3 704.8
R2 701.8 701.8 704.5
R1 703.0 703.0 704.5 702.3
PP 699.5 699.5 699.5 699.3
S1 700.8 700.8 704.0 700.0
S2 697.3 697.3 703.8
S3 695.0 698.5 703.5
S4 692.8 696.3 703.0
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 772.8 762.0 714.3
R3 747.5 736.5 707.3
R2 722.0 722.0 705.0
R1 711.3 711.3 702.8 716.5
PP 696.8 696.8 696.8 699.3
S1 685.8 685.8 698.0 691.3
S2 671.3 671.3 695.8
S3 645.8 660.3 693.3
S4 620.5 635.0 686.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.5 682.1 25.4 3.6% 6.5 0.9% 87% False False 6
10 707.5 667.4 40.1 5.7% 7.5 1.1% 92% False False 9
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 707.5
2.618 704.0
1.618 701.8
1.000 700.5
0.618 699.5
HIGH 698.3
0.618 697.3
0.500 697.0
0.382 696.8
LOW 696.0
0.618 694.8
1.000 693.8
1.618 692.5
2.618 690.3
4.250 686.8
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 701.8 703.3
PP 699.5 702.3
S1 697.0 701.5

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

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