ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 729.1 731.2 2.1 0.3% 698.4
High 734.7 733.4 -1.3 -0.2% 734.7
Low 729.1 730.2 1.1 0.2% 693.5
Close 733.7 732.0 -1.7 -0.2% 733.7
Range 5.6 3.2 -2.4 -42.9% 41.2
ATR 9.7 9.2 -0.4 -4.6% 0.0
Volume 2,167 1,705 -462 -21.3% 3,182
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 741.5 740.0 733.8
R3 738.3 736.8 733.0
R2 735.0 735.0 732.5
R1 733.5 733.5 732.3 734.3
PP 731.8 731.8 731.8 732.3
S1 730.3 730.3 731.8 731.0
S2 728.8 728.8 731.5
S3 725.5 727.3 731.0
S4 722.3 724.0 730.3
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 844.3 830.3 756.3
R3 803.0 789.0 745.0
R2 761.8 761.8 741.3
R1 747.8 747.8 737.5 754.8
PP 720.8 720.8 720.8 724.3
S1 706.5 706.5 730.0 713.5
S2 679.5 679.5 726.3
S3 638.3 665.3 722.3
S4 597.0 624.3 711.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 734.7 697.7 37.0 5.1% 9.8 1.3% 93% False False 975
10 734.7 691.9 42.8 5.8% 8.5 1.2% 94% False False 492
20 734.7 682.1 52.6 7.2% 7.5 1.0% 95% False False 250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 747.0
2.618 741.8
1.618 738.5
1.000 736.5
0.618 735.5
HIGH 733.5
0.618 732.3
0.500 731.8
0.382 731.5
LOW 730.3
0.618 728.3
1.000 727.0
1.618 725.0
2.618 721.8
4.250 716.5
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 732.0 729.5
PP 731.8 727.0
S1 731.8 724.8

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

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