ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 718.4 726.0 7.6 1.1% 710.6
High 729.3 737.3 8.0 1.1% 737.3
Low 713.1 726.0 12.9 1.8% 699.0
Close 726.6 736.7 10.1 1.4% 736.7
Range 16.2 11.3 -4.9 -30.2% 38.3
ATR 8.5 8.7 0.2 2.3% 0.0
Volume 336 369 33 9.8% 1,044
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 767.3 763.3 743.0
R3 756.0 752.0 739.8
R2 744.8 744.8 738.8
R1 740.8 740.8 737.8 742.8
PP 733.3 733.3 733.3 734.3
S1 729.3 729.3 735.8 731.3
S2 722.0 722.0 734.8
S3 710.8 718.0 733.5
S4 699.5 706.8 730.5
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 839.3 826.3 757.8
R3 801.0 788.0 747.3
R2 762.8 762.8 743.8
R1 749.8 749.8 740.3 756.3
PP 724.3 724.3 724.3 727.5
S1 711.3 711.3 733.3 717.8
S2 686.0 686.0 729.8
S3 647.8 673.0 726.3
S4 609.5 634.8 715.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737.3 699.0 38.3 5.2% 11.5 1.6% 98% True False 208
10 737.3 696.8 40.5 5.5% 10.0 1.3% 99% True False 187
20 737.3 675.5 61.8 8.4% 7.5 1.0% 99% True False 153
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 785.3
2.618 767.0
1.618 755.5
1.000 748.5
0.618 744.3
HIGH 737.3
0.618 733.0
0.500 731.8
0.382 730.3
LOW 726.0
0.618 719.0
1.000 714.8
1.618 707.8
2.618 696.5
4.250 678.0
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 735.0 732.8
PP 733.3 729.0
S1 731.8 725.3

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

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