ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 611.1 618.3 7.2 1.2% 592.0
High 619.8 627.8 8.0 1.3% 627.8
Low 608.6 615.5 6.9 1.1% 584.3
Close 619.2 625.6 6.4 1.0% 625.6
Range 11.2 12.3 1.1 9.8% 43.5
ATR 20.0 19.5 -0.6 -2.8% 0.0
Volume 184,335 151,510 -32,825 -17.8% 549,545
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 659.8 655.0 632.3
R3 647.5 642.8 629.0
R2 635.3 635.3 627.8
R1 630.5 630.5 626.8 632.8
PP 623.0 623.0 623.0 624.3
S1 618.3 618.3 624.5 620.5
S2 610.8 610.8 623.3
S3 598.3 605.8 622.3
S4 586.0 593.5 618.8
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 743.0 727.8 649.5
R3 699.5 684.3 637.5
R2 656.0 656.0 633.5
R1 640.8 640.8 629.5 648.5
PP 612.5 612.5 612.5 616.5
S1 597.3 597.3 621.5 605.0
S2 569.0 569.0 617.5
S3 525.5 553.8 613.8
S4 482.0 510.3 601.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 627.8 584.3 43.5 7.0% 19.8 3.2% 95% True False 157,016
10 648.7 584.3 64.4 10.3% 20.3 3.2% 64% False False 165,445
20 676.0 584.3 91.7 14.7% 18.5 3.0% 45% False False 164,689
40 708.1 584.3 123.8 19.8% 20.3 3.2% 33% False False 84,256
60 742.0 584.3 157.7 25.2% 19.8 3.1% 26% False False 56,248
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 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 660.0
1.618 647.8
1.000 640.0
0.618 635.5
HIGH 627.8
0.618 623.0
0.500 621.8
0.382 620.3
LOW 615.5
0.618 608.0
1.000 603.3
1.618 595.5
2.618 583.3
4.250 563.3
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 624.3 619.0
PP 623.0 612.5
S1 621.8 606.0

Download as Excel Spreadsheet

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

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