ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 623.6 624.2 0.6 0.1% 592.0
High 630.2 645.5 15.3 2.4% 627.8
Low 614.5 620.2 5.7 0.9% 584.3
Close 622.1 638.3 16.2 2.6% 625.6
Range 15.7 25.3 9.6 61.1% 43.5
ATR 19.2 19.6 0.4 2.3% 0.0
Volume 112,780 130,112 17,332 15.4% 549,545
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 710.5 699.8 652.3
R3 685.3 674.5 645.3
R2 660.0 660.0 643.0
R1 649.3 649.3 640.5 654.5
PP 634.8 634.8 634.8 637.5
S1 623.8 623.8 636.0 629.3
S2 609.3 609.3 633.8
S3 584.0 598.5 631.3
S4 558.8 573.3 624.5
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
5 645.5 584.3 61.2 9.6% 18.5 2.9% 88% True False 157,958
10 645.5 584.3 61.2 9.6% 21.3 3.3% 88% True False 154,914
20 676.0 584.3 91.7 14.4% 18.8 2.9% 59% False False 161,398
40 700.9 584.3 116.6 18.3% 20.0 3.1% 46% False False 90,304
60 742.0 584.3 157.7 24.7% 19.8 3.1% 34% False False 60,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 753.0
2.618 711.8
1.618 686.5
1.000 670.8
0.618 661.3
HIGH 645.5
0.618 635.8
0.500 632.8
0.382 629.8
LOW 620.3
0.618 604.5
1.000 595.0
1.618 579.3
2.618 554.0
4.250 512.8
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 636.5 635.5
PP 634.8 632.8
S1 632.8 630.0

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

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