ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 592.0 590.3 -1.7 -0.3% 642.7
High 612.2 612.9 0.7 0.1% 648.7
Low 584.7 584.3 -0.4 -0.1% 587.4
Close 589.6 612.1 22.5 3.8% 594.9
Range 27.5 28.6 1.1 4.0% 61.3
ATR 20.1 20.7 0.6 3.0% 0.0
Volume 2,644 211,056 208,412 7,882.5% 934,712
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 689.0 679.0 627.8
R3 660.3 650.5 620.0
R2 631.8 631.8 617.3
R1 622.0 622.0 614.8 626.8
PP 603.0 603.0 603.0 605.5
S1 593.3 593.3 609.5 598.3
S2 574.5 574.5 606.8
S3 546.0 564.8 604.3
S4 517.3 536.0 596.3
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
5 622.5 584.3 38.2 6.2% 23.3 3.8% 73% False True 169,956
10 648.9 584.3 64.6 10.6% 20.8 3.4% 43% False True 164,329
20 676.0 584.3 91.7 15.0% 19.5 3.2% 30% False True 150,972
40 717.0 584.3 132.7 21.7% 20.8 3.4% 21% False True 75,881
60 742.0 584.3 157.7 25.8% 19.5 3.2% 18% False True 50,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 734.5
2.618 687.8
1.618 659.3
1.000 641.5
0.618 630.5
HIGH 613.0
0.618 602.0
0.500 598.5
0.382 595.3
LOW 584.3
0.618 566.8
1.000 555.8
1.618 538.0
2.618 509.5
4.250 462.8
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 607.5 607.5
PP 603.0 603.0
S1 598.5 598.5

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

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