ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 710.6 707.4 -3.2 -0.5% 699.0
High 713.4 716.7 3.3 0.5% 721.2
Low 699.0 707.4 8.4 1.2% 696.8
Close 709.1 717.7 8.6 1.2% 711.4
Range 14.4 9.3 -5.1 -35.4% 24.4
ATR 7.9 8.0 0.1 1.2% 0.0
Volume 131 56 -75 -57.3% 827
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 741.8 739.0 722.8
R3 732.5 729.8 720.3
R2 723.3 723.3 719.5
R1 720.5 720.5 718.5 721.8
PP 714.0 714.0 714.0 714.5
S1 711.3 711.3 716.8 712.5
S2 704.8 704.8 716.0
S3 695.3 701.8 715.3
S4 686.0 692.5 712.5
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
5 721.2 699.0 22.2 3.1% 11.0 1.5% 84% False False 107
10 721.2 688.5 32.7 4.6% 8.8 1.2% 89% False False 169
20 721.2 675.0 46.2 6.4% 7.0 1.0% 92% False False 160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 756.3
2.618 741.0
1.618 731.8
1.000 726.0
0.618 722.5
HIGH 716.8
0.618 713.3
0.500 712.0
0.382 711.0
LOW 707.5
0.618 701.8
1.000 698.0
1.618 692.3
2.618 683.0
4.250 668.0
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 715.8 715.0
PP 714.0 712.3
S1 712.0 709.5

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

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