ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 624.2 644.8 20.6 3.3% 592.0
High 645.5 645.3 -0.2 0.0% 627.8
Low 620.2 633.1 12.9 2.1% 584.3
Close 638.3 638.9 0.6 0.1% 625.6
Range 25.3 12.2 -13.1 -51.8% 43.5
ATR 19.6 19.1 -0.5 -2.7% 0.0
Volume 130,112 179,235 49,123 37.8% 549,545
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 675.8 669.5 645.5
R3 663.5 657.3 642.3
R2 651.3 651.3 641.3
R1 645.0 645.0 640.0 642.0
PP 639.0 639.0 639.0 637.5
S1 633.0 633.0 637.8 630.0
S2 627.0 627.0 636.8
S3 614.8 620.8 635.5
S4 602.5 608.5 632.3
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
5 645.5 608.6 36.9 5.8% 15.3 2.4% 82% False False 151,594
10 645.5 584.3 61.2 9.6% 19.3 3.0% 89% False False 160,775
20 676.0 584.3 91.7 14.4% 18.5 2.9% 60% False False 160,035
40 681.9 584.3 97.6 15.3% 19.8 3.1% 56% False False 94,772
60 742.0 584.3 157.7 24.7% 20.0 3.1% 35% False False 63,279
80 742.0 584.3 157.7 24.7% 16.8 2.6% 35% False False 47,499
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 697.3
2.618 677.3
1.618 665.0
1.000 657.5
0.618 652.8
HIGH 645.3
0.618 640.8
0.500 639.3
0.382 637.8
LOW 633.0
0.618 625.5
1.000 621.0
1.618 613.3
2.618 601.3
4.250 581.3
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 639.3 636.0
PP 639.0 633.0
S1 639.0 630.0

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

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