ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 716.3 718.4 2.1 0.3% 699.0
High 722.2 729.3 7.1 1.0% 721.2
Low 715.8 713.1 -2.7 -0.4% 696.8
Close 720.8 726.6 5.8 0.8% 711.4
Range 6.4 16.2 9.8 153.1% 24.4
ATR 7.9 8.5 0.6 7.5% 0.0
Volume 152 336 184 121.1% 827
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 771.5 765.3 735.5
R3 755.5 749.0 731.0
R2 739.3 739.3 729.5
R1 733.0 733.0 728.0 736.0
PP 723.0 723.0 723.0 724.5
S1 716.8 716.8 725.0 719.8
S2 706.8 706.8 723.8
S3 690.5 700.5 722.3
S4 674.5 684.3 717.8
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
5 729.3 699.0 30.3 4.2% 12.0 1.7% 91% True False 156
10 729.3 691.1 38.2 5.3% 9.5 1.3% 93% True False 204
20 729.3 675.5 53.8 7.4% 7.3 1.0% 95% True False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 798.3
2.618 771.8
1.618 755.5
1.000 745.5
0.618 739.3
HIGH 729.3
0.618 723.0
0.500 721.3
0.382 719.3
LOW 713.0
0.618 703.0
1.000 697.0
1.618 687.0
2.618 670.8
4.250 644.3
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 724.8 723.8
PP 723.0 721.0
S1 721.3 718.3

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

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