ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 702.2 695.3 -6.9 -1.0% 696.0
High 705.5 699.4 -6.1 -0.9% 705.5
Low 693.8 694.6 0.8 0.1% 688.1
Close 694.5 699.7 5.2 0.7% 699.7
Range 11.7 4.8 -6.9 -59.0% 17.4
ATR 9.6 9.3 -0.3 -3.5% 0.0
Volume 11 13 2 18.2% 38
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 712.3 710.8 702.3
R3 707.5 706.0 701.0
R2 702.8 702.8 700.5
R1 701.3 701.3 700.3 702.0
PP 698.0 698.0 698.0 698.3
S1 696.5 696.5 699.3 697.3
S2 693.0 693.0 698.8
S3 688.3 691.5 698.5
S4 683.5 686.8 697.0
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 750.0 742.3 709.3
R3 732.5 724.8 704.5
R2 715.3 715.3 703.0
R1 707.5 707.5 701.3 711.3
PP 697.8 697.8 697.8 699.8
S1 690.0 690.0 698.0 694.0
S2 680.3 680.3 696.5
S3 663.0 672.8 695.0
S4 645.5 655.3 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.5 688.1 17.4 2.5% 5.8 0.8% 67% False False 7
10 707.5 682.1 25.4 3.6% 6.5 0.9% 69% False False 6
20 707.5 655.5 52.0 7.4% 7.8 1.1% 85% False False 13
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 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 719.8
2.618 712.0
1.618 707.3
1.000 704.3
0.618 702.3
HIGH 699.5
0.618 697.5
0.500 697.0
0.382 696.5
LOW 694.5
0.618 691.8
1.000 689.8
1.618 686.8
2.618 682.0
4.250 674.3
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 698.8 699.8
PP 698.0 699.8
S1 697.0 699.8

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

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