ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	705.8	700.1	-5.7	-0.8%	708.1
High	706.6	700.8	-5.8	-0.8%	708.9
Low	694.5	698.4	3.9	0.6%	691.9
Close	694.9	699.6	4.7	0.7%	699.6
Range	12.1	2.4	-9.7	-80.2%	17.0
ATR	9.5	9.2	-0.3	-2.7%	0.0
Volume	7	8	1	14.3%	58

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	706.8	705.5	701.0
R3	704.5	703.3	700.3
R2	702.0	702.0	700.0
R1	700.8	700.8	699.8	700.3
PP	699.5	699.5	699.5	699.3
S1	698.5	698.5	699.5	697.8
S2	697.3	697.3	699.3
S3	694.8	696.0	699.0
S4	692.5	693.5	698.3

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	751.3	742.3	709.0
R3	734.3	725.3	704.3
R2	717.3	717.3	702.8
R1	708.3	708.3	701.3	704.3
PP	700.3	700.3	700.3	698.0
S1	691.3	691.3	698.0	687.3
S2	683.3	683.3	696.5
S3	666.3	674.3	695.0
S4	649.3	657.3	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%	7.0	1.0%	45%	False	False	11
10	708.9	688.1	20.8	3.0%	6.5	0.9%	55%	False	False	9
20	708.9	665.7	43.2	6.2%	7.0	1.0%	78%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.9
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	711.0
2.618	707.0
1.618	704.8
1.000	703.3
0.618	702.3
HIGH	700.8
0.618	700.0
0.500	699.5
0.382	699.3
LOW	698.5
0.618	697.0
1.000	696.0
1.618	694.5
2.618	692.0
4.250	688.3

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	699.5	699.5
PP	699.5	699.3
S1	699.5	699.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols