ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 700.1 698.4 -1.7 -0.2% 708.1
High 700.8 698.4 -2.4 -0.3% 708.9
Low 698.4 693.5 -4.9 -0.7% 691.9
Close 699.6 696.7 -2.9 -0.4% 699.6
Range 2.4 4.9 2.5 104.2% 17.0
ATR 9.2 9.0 -0.2 -2.4% 0.0
Volume 8 9 1 12.5% 58
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 711.0 708.8 699.5
R3 706.0 703.8 698.0
R2 701.0 701.0 697.5
R1 699.0 699.0 697.3 697.5
PP 696.3 696.3 696.3 695.5
S1 694.0 694.0 696.3 692.8
S2 691.3 691.3 695.8
S3 686.5 689.0 695.3
S4 681.5 684.3 694.0
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
5 706.6 691.9 14.7 2.1% 7.3 1.1% 33% False False 9
10 708.9 688.1 20.8 3.0% 6.8 1.0% 41% False False 9
20 708.9 667.4 41.5 6.0% 7.0 1.0% 71% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 719.3
2.618 711.3
1.618 706.3
1.000 703.3
0.618 701.5
HIGH 698.5
0.618 696.5
0.500 696.0
0.382 695.3
LOW 693.5
0.618 690.5
1.000 688.5
1.618 685.5
2.618 680.8
4.250 672.8
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 696.5 700.0
PP 696.3 699.0
S1 696.0 697.8

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

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