ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 726.0 737.6 11.6 1.6% 710.6
High 737.3 742.0 4.7 0.6% 737.3
Low 726.0 734.7 8.7 1.2% 699.0
Close 736.7 734.3 -2.4 -0.3% 736.7
Range 11.3 7.3 -4.0 -35.4% 38.3
ATR 8.7 8.6 -0.1 -1.2% 0.0
Volume 369 91 -278 -75.3% 1,044
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 759.0 754.0 738.3
R3 751.5 746.5 736.3
R2 744.3 744.3 735.8
R1 739.3 739.3 735.0 738.3
PP 737.0 737.0 737.0 736.5
S1 732.0 732.0 733.8 730.8
S2 729.8 729.8 733.0
S3 722.5 724.8 732.3
S4 715.0 717.5 730.3
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
5 742.0 707.4 34.6 4.7% 10.0 1.4% 78% True False 200
10 742.0 696.8 45.2 6.2% 10.3 1.4% 83% True False 196
20 742.0 675.8 66.2 9.0% 7.8 1.1% 88% True False 158
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 True
Stretch 1.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 773.0
2.618 761.0
1.618 753.8
1.000 749.3
0.618 746.5
HIGH 742.0
0.618 739.3
0.500 738.3
0.382 737.5
LOW 734.8
0.618 730.3
1.000 727.5
1.618 723.0
2.618 715.5
4.250 703.8
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 738.3 732.0
PP 737.0 729.8
S1 735.8 727.5

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

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