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

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

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