ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 694.7 694.7 0.0 0.0% 689.4
High 694.7 697.3 2.6 0.4% 707.5
Low 688.1 693.9 5.8 0.8% 682.1
Close 691.9 698.2 6.3 0.9% 700.3
Range 6.6 3.4 -3.2 -48.5% 25.4
ATR 9.7 9.4 -0.3 -3.2% 0.0
Volume 2 3 1 50.0% 27
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 706.8 705.8 700.0
R3 703.3 702.5 699.3
R2 699.8 699.8 698.8
R1 699.0 699.0 698.5 699.5
PP 696.5 696.5 696.5 696.8
S1 695.8 695.8 698.0 696.0
S2 693.0 693.0 697.5
S3 689.8 692.3 697.3
S4 686.3 688.8 696.3
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
5 707.5 688.1 19.4 2.8% 4.8 0.7% 52% False False 4
10 707.5 680.6 26.9 3.9% 6.0 0.9% 65% False False 6
20 707.5 643.3 64.2 9.2% 7.5 1.1% 86% False False 22
Crabel Price Patterns
NR True
NR4 False
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711.8
2.618 706.3
1.618 702.8
1.000 700.8
0.618 699.5
HIGH 697.3
0.618 696.0
0.500 695.5
0.382 695.3
LOW 694.0
0.618 691.8
1.000 690.5
1.618 688.5
2.618 685.0
4.250 679.5
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 697.3 696.5
PP 696.5 694.8
S1 695.5 693.3

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

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