ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 613.7 606.9 -6.8 -1.1% 665.0
High 622.5 610.2 -12.3 -2.0% 676.0
Low 605.1 587.4 -17.7 -2.9% 627.9
Close 607.8 602.1 -5.7 -0.9% 643.0
Range 17.4 22.8 5.4 31.0% 48.1
ATR 19.2 19.5 0.3 1.3% 0.0
Volume 211,643 188,902 -22,741 -10.7% 737,774
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 668.3 658.0 614.8
R3 645.5 635.3 608.3
R2 622.8 622.8 606.3
R1 612.5 612.5 604.3 606.3
PP 600.0 600.0 600.0 596.8
S1 589.5 589.5 600.0 583.3
S2 577.0 577.0 598.0
S3 554.3 566.8 595.8
S4 531.5 544.0 589.5
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 793.3 766.3 669.5
R3 745.3 718.3 656.3
R2 697.0 697.0 651.8
R1 670.0 670.0 647.5 659.5
PP 649.0 649.0 649.0 643.8
S1 622.0 622.0 638.5 611.5
S2 600.8 600.8 634.3
S3 552.8 573.8 629.8
S4 504.8 525.8 616.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648.7 587.4 61.3 10.2% 20.8 3.5% 24% False True 173,875
10 676.0 587.4 88.6 14.7% 19.0 3.1% 17% False True 159,447
20 676.0 587.4 88.6 14.7% 19.8 3.3% 17% False True 128,873
40 717.0 587.4 129.6 21.5% 20.5 3.4% 11% False True 64,667
60 742.0 587.4 154.6 25.7% 18.5 3.1% 10% False True 43,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 707.0
2.618 670.0
1.618 647.0
1.000 633.0
0.618 624.3
HIGH 610.3
0.618 601.5
0.500 598.8
0.382 596.0
LOW 587.5
0.618 573.3
1.000 564.5
1.618 550.5
2.618 527.8
4.250 490.5
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 601.0 615.3
PP 600.0 610.8
S1 598.8 606.5

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

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