ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 707.4 716.3 8.9 1.3% 699.0
High 716.7 722.2 5.5 0.8% 721.2
Low 707.4 715.8 8.4 1.2% 696.8
Close 717.7 720.8 3.1 0.4% 711.4
Range 9.3 6.4 -2.9 -31.2% 24.4
ATR 8.0 7.9 -0.1 -1.4% 0.0
Volume 56 152 96 171.4% 827
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 738.8 736.3 724.3
R3 732.5 729.8 722.5
R2 726.0 726.0 722.0
R1 723.5 723.5 721.5 724.8
PP 719.5 719.5 719.5 720.3
S1 717.0 717.0 720.3 718.3
S2 713.3 713.3 719.8
S3 706.8 710.5 719.0
S4 700.5 704.3 717.3
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
5 722.2 699.0 23.2 3.2% 10.0 1.4% 94% True False 117
10 722.2 688.5 33.7 4.7% 8.8 1.2% 96% True False 179
20 722.2 675.0 47.2 6.5% 7.3 1.0% 97% True False 153
Crabel Price Patterns
NR True
NR4 True
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 1.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 749.5
2.618 739.0
1.618 732.5
1.000 728.5
0.618 726.3
HIGH 722.3
0.618 719.8
0.500 719.0
0.382 718.3
LOW 715.8
0.618 711.8
1.000 709.5
1.618 705.5
2.618 699.0
4.250 688.5
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 720.3 717.5
PP 719.5 714.0
S1 719.0 710.5

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

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