ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 717.2 718.0 0.8 0.1% 699.0
High 721.2 720.0 -1.2 -0.2% 721.2
Low 715.5 706.2 -9.3 -1.3% 696.8
Close 720.5 711.4 -9.1 -1.3% 711.4
Range 5.7 13.8 8.1 142.1% 24.4
ATR 6.9 7.4 0.5 7.6% 0.0
Volume 140 106 -34 -24.3% 827
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 754.0 746.5 719.0
R3 740.3 732.8 715.3
R2 726.3 726.3 714.0
R1 718.8 718.8 712.8 715.8
PP 712.5 712.5 712.5 711.0
S1 705.0 705.0 710.3 702.0
S2 698.8 698.8 708.8
S3 685.0 691.3 707.5
S4 671.3 677.5 703.8
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 783.0 771.5 724.8
R3 758.5 747.3 718.0
R2 734.3 734.3 715.8
R1 722.8 722.8 713.8 728.5
PP 709.8 709.8 709.8 712.8
S1 698.5 698.5 709.3 704.0
S2 685.5 685.5 707.0
S3 661.0 674.0 704.8
S4 636.5 649.5 698.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721.2 696.8 24.4 3.4% 8.3 1.2% 60% False False 165
10 721.2 684.3 36.9 5.2% 7.3 1.0% 73% False False 195
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 1.5
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 778.8
2.618 756.3
1.618 742.3
1.000 733.8
0.618 728.5
HIGH 720.0
0.618 714.8
0.500 713.0
0.382 711.5
LOW 706.3
0.618 697.8
1.000 692.5
1.618 683.8
2.618 670.0
4.250 647.5
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 713.0 713.8
PP 712.5 713.0
S1 712.0 712.3

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

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