ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 695.3 708.1 12.8 1.8% 696.0
High 699.4 708.9 9.5 1.4% 705.5
Low 694.6 705.4 10.8 1.6% 688.1
Close 699.7 704.3 4.6 0.7% 699.7
Range 4.8 3.5 -1.3 -27.1% 17.4
ATR 9.3 9.2 0.0 0.0% 0.0
Volume 13 19 6 46.2% 38
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 716.8 714.0 706.3
R3 713.3 710.5 705.3
R2 709.8 709.8 705.0
R1 707.0 707.0 704.5 706.5
PP 706.3 706.3 706.3 706.0
S1 703.5 703.5 704.0 703.0
S2 702.8 702.8 703.8
S3 699.3 700.0 703.3
S4 695.8 696.5 702.5
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
5 708.9 688.1 20.8 3.0% 6.0 0.9% 78% True False 9
10 708.9 682.1 26.8 3.8% 6.3 0.9% 83% True False 7
20 708.9 655.5 53.4 7.6% 7.5 1.1% 91% True False 13
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 0.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 723.8
2.618 718.0
1.618 714.5
1.000 712.5
0.618 711.0
HIGH 709.0
0.618 707.5
0.500 707.3
0.382 706.8
LOW 705.5
0.618 703.3
1.000 702.0
1.618 699.8
2.618 696.3
4.250 690.5
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 707.3 703.3
PP 706.3 702.3
S1 705.3 701.3

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

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