ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 606.9 603.5 -3.4 -0.6% 642.7
High 610.2 612.0 1.8 0.3% 648.7
Low 587.4 592.5 5.1 0.9% 587.4
Close 602.1 594.9 -7.2 -1.2% 594.9
Range 22.8 19.5 -3.3 -14.5% 61.3
ATR 19.5 19.5 0.0 0.0% 0.0
Volume 188,902 235,537 46,635 24.7% 934,712
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 658.3 646.0 605.5
R3 638.8 626.5 600.3
R2 619.3 619.3 598.5
R1 607.0 607.0 596.8 603.5
PP 599.8 599.8 599.8 598.0
S1 587.5 587.5 593.0 584.0
S2 580.3 580.3 591.3
S3 560.8 568.0 589.5
S4 541.3 548.5 584.3
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 794.3 755.8 628.5
R3 733.0 694.5 611.8
R2 671.8 671.8 606.3
R1 633.3 633.3 600.5 621.8
PP 610.3 610.3 610.3 604.5
S1 572.0 572.0 589.3 560.5
S2 549.0 549.0 583.8
S3 487.8 510.8 578.0
S4 426.5 449.3 561.3
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 10.3% 21.3 3.6% 12% False False 186,942
10 676.0 587.4 88.6 14.9% 20.0 3.4% 8% False False 167,248
20 676.0 587.4 88.6 14.9% 18.8 3.2% 8% False False 140,562
40 717.0 587.4 129.6 21.8% 20.5 3.4% 6% False False 70,549
60 742.0 587.4 154.6 26.0% 18.8 3.2% 5% False False 47,101
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 6.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 695.0
2.618 663.0
1.618 643.5
1.000 631.5
0.618 624.0
HIGH 612.0
0.618 604.5
0.500 602.3
0.382 600.0
LOW 592.5
0.618 580.5
1.000 573.0
1.618 561.0
2.618 541.5
4.250 509.5
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 602.3 605.0
PP 599.8 601.5
S1 597.3 598.3

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

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