ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 590.3 611.1 20.8 3.5% 642.7
High 612.9 619.8 6.9 1.1% 648.7
Low 584.3 608.6 24.3 4.2% 587.4
Close 612.1 619.2 7.1 1.2% 594.9
Range 28.6 11.2 -17.4 -60.8% 61.3
ATR 20.7 20.0 -0.7 -3.3% 0.0
Volume 211,056 184,335 -26,721 -12.7% 934,712
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 649.5 645.5 625.3
R3 638.3 634.3 622.3
R2 627.0 627.0 621.3
R1 623.3 623.3 620.3 625.0
PP 615.8 615.8 615.8 616.8
S1 612.0 612.0 618.3 614.0
S2 604.8 604.8 617.3
S3 593.5 600.8 616.0
S4 582.3 589.5 613.0
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
5 619.8 584.3 35.5 5.7% 22.0 3.5% 98% True False 164,494
10 648.7 584.3 64.4 10.4% 20.5 3.3% 54% False False 165,632
20 676.0 584.3 91.7 14.8% 19.0 3.1% 38% False False 158,893
40 717.0 584.3 132.7 21.4% 20.3 3.3% 26% False False 80,481
60 742.0 584.3 157.7 25.5% 19.5 3.2% 22% False False 53,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 667.5
2.618 649.0
1.618 638.0
1.000 631.0
0.618 626.8
HIGH 619.8
0.618 615.5
0.500 614.3
0.382 613.0
LOW 608.5
0.618 601.8
1.000 597.5
1.618 590.5
2.618 579.3
4.250 561.0
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 617.5 613.5
PP 615.8 607.8
S1 614.3 602.0

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

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