ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 731.2 730.8 -0.4 -0.1% 698.4
High 733.4 735.3 1.9 0.3% 734.7
Low 730.2 721.4 -8.8 -1.2% 693.5
Close 732.0 723.3 -8.7 -1.2% 733.7
Range 3.2 13.9 10.7 334.4% 41.2
ATR 9.2 9.6 0.3 3.6% 0.0
Volume 1,705 12 -1,693 -99.3% 3,182
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 768.3 759.8 731.0
R3 754.5 745.8 727.0
R2 740.5 740.5 725.8
R1 732.0 732.0 724.5 729.3
PP 726.8 726.8 726.8 725.3
S1 718.0 718.0 722.0 715.5
S2 712.8 712.8 720.8
S3 698.8 704.3 719.5
S4 685.0 690.3 715.8
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
5 735.3 701.1 34.2 4.7% 10.0 1.4% 65% True False 976
10 735.3 691.9 43.4 6.0% 9.0 1.3% 72% True False 493
20 735.3 688.1 47.2 6.5% 7.8 1.1% 75% True False 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 794.5
2.618 771.8
1.618 757.8
1.000 749.3
0.618 744.0
HIGH 735.3
0.618 730.0
0.500 728.3
0.382 726.8
LOW 721.5
0.618 712.8
1.000 707.5
1.618 699.0
2.618 685.0
4.250 662.3
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 728.3 728.3
PP 726.8 726.8
S1 725.0 725.0

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

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