ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	717.9	714.2	-3.7	-0.5%	731.2
High	723.6	714.2	-9.4	-1.3%	735.3
Low	716.5	698.7	-17.8	-2.5%	716.4
Close	717.2	702.5	-14.7	-2.0%	715.6
Range	7.1	15.5	8.4	118.3%	18.9
ATR	9.4	10.1	0.6	6.9%	0.0
Volume	32	1,234	1,202	3,756.3%	1,794

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	751.8	742.5	711.0
R3	736.3	727.0	706.8
R2	720.8	720.8	705.3
R1	711.5	711.5	704.0	708.3
PP	705.3	705.3	705.3	703.5
S1	696.0	696.0	701.0	692.8
S2	689.8	689.8	699.8
S3	674.3	680.5	698.3
S4	658.8	665.0	694.0

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	779.3	766.3	726.0
R3	760.3	747.3	720.8
R2	741.3	741.3	719.0
R1	728.5	728.5	717.3	725.5
PP	722.5	722.5	722.5	721.0
S1	709.5	709.5	713.8	706.5
S2	703.5	703.5	712.3
S3	684.8	690.8	710.5
S4	665.8	671.8	705.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	730.7	698.7	32.0	4.6%	9.3	1.3%	12%	False	True	268
10	735.3	698.7	36.6	5.2%	9.8	1.4%	10%	False	True	622
20	735.3	691.9	43.4	6.2%	8.5	1.2%	24%	False	False	316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	780.0
2.618	754.8
1.618	739.3
1.000	729.8
0.618	723.8
HIGH	714.3
0.618	708.3
0.500	706.5
0.382	704.5
LOW	698.8
0.618	689.0
1.000	683.3
1.618	673.5
2.618	658.0
4.250	632.8

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	706.5	711.5
PP	705.3	708.5
S1	703.8	705.5

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