ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 699.9 705.8 5.9 0.8% 696.0
High 701.0 706.6 5.6 0.8% 705.5
Low 691.9 694.5 2.6 0.4% 688.1
Close 700.9 694.9 -6.0 -0.9% 699.7
Range 9.1 12.1 3.0 33.0% 17.4
ATR 9.3 9.5 0.2 2.2% 0.0
Volume 16 7 -9 -56.3% 38
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 735.0 727.0 701.5
R3 722.8 715.0 698.3
R2 710.8 710.8 697.0
R1 702.8 702.8 696.0 700.8
PP 698.8 698.8 698.8 697.5
S1 690.8 690.8 693.8 688.8
S2 686.5 686.5 692.8
S3 674.5 678.8 691.5
S4 662.3 666.5 688.3
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
5 708.9 691.9 17.0 2.4% 7.5 1.1% 18% False False 12
10 708.9 688.1 20.8 3.0% 7.3 1.1% 33% False False 9
20 708.9 665.7 43.2 6.2% 7.3 1.1% 68% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 758.0
2.618 738.3
1.618 726.3
1.000 718.8
0.618 714.0
HIGH 706.5
0.618 702.0
0.500 700.5
0.382 699.0
LOW 694.5
0.618 687.0
1.000 682.5
1.618 675.0
2.618 662.8
4.250 643.0
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 700.5 699.3
PP 698.8 697.8
S1 696.8 696.3

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

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