ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 672.7 636.2 -36.5 -5.4% 684.2
High 672.7 652.0 -20.7 -3.1% 700.9
Low 633.7 624.5 -9.2 -1.5% 624.5
Close 637.7 646.4 8.7 1.4% 646.4
Range 39.0 27.5 -11.5 -29.5% 76.4
ATR 21.0 21.4 0.5 2.2% 0.0
Volume 255 455 200 78.4% 1,666
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 723.5 712.5 661.5
R3 696.0 685.0 654.0
R2 668.5 668.5 651.5
R1 657.5 657.5 649.0 663.0
PP 641.0 641.0 641.0 643.8
S1 630.0 630.0 644.0 635.5
S2 613.5 613.5 641.3
S3 586.0 602.5 638.8
S4 558.5 575.0 631.3
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 886.5 842.8 688.5
R3 810.0 766.5 667.5
R2 733.8 733.8 660.5
R1 690.0 690.0 653.5 673.8
PP 657.3 657.3 657.3 649.0
S1 613.8 613.8 639.5 597.3
S2 580.8 580.8 632.5
S3 504.5 537.3 625.5
S4 428.0 460.8 604.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.9 624.5 76.4 11.8% 26.8 4.1% 29% False True 333
10 717.0 624.5 92.5 14.3% 24.5 3.8% 24% False True 362
20 742.0 624.5 117.5 18.2% 22.8 3.5% 19% False True 292
40 742.0 624.5 117.5 18.2% 15.0 2.3% 19% False True 223
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 769.0
2.618 724.0
1.618 696.5
1.000 679.5
0.618 669.0
HIGH 652.0
0.618 641.5
0.500 638.3
0.382 635.0
LOW 624.5
0.618 607.5
1.000 597.0
1.618 580.0
2.618 552.5
4.250 507.5
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 643.8 653.3
PP 641.0 651.0
S1 638.3 648.8

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

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