ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 644.8 638.4 -6.4 -1.0% 592.0
High 645.3 644.0 -1.3 -0.2% 627.8
Low 633.1 624.5 -8.6 -1.4% 584.3
Close 638.9 630.2 -8.7 -1.4% 625.6
Range 12.2 19.5 7.3 59.8% 43.5
ATR 19.1 19.1 0.0 0.2% 0.0
Volume 179,235 134,958 -44,277 -24.7% 549,545
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 691.5 680.3 641.0
R3 672.0 660.8 635.5
R2 652.5 652.5 633.8
R1 641.3 641.3 632.0 637.0
PP 633.0 633.0 633.0 630.8
S1 621.8 621.8 628.5 617.5
S2 613.5 613.5 626.5
S3 594.0 602.3 624.8
S4 574.5 582.8 619.5
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
5 645.5 614.5 31.0 4.9% 17.0 2.7% 51% False False 141,719
10 645.5 584.3 61.2 9.7% 19.5 3.1% 75% False False 153,106
20 676.0 584.3 91.7 14.6% 18.8 3.0% 50% False False 156,260
40 676.0 584.3 91.7 14.6% 19.8 3.1% 50% False False 98,142
60 742.0 584.3 157.7 25.0% 20.0 3.2% 29% False False 65,526
80 742.0 584.3 157.7 25.0% 17.0 2.7% 29% False False 49,182
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 4.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 727.0
2.618 695.0
1.618 675.5
1.000 663.5
0.618 656.0
HIGH 644.0
0.618 636.5
0.500 634.3
0.382 632.0
LOW 624.5
0.618 612.5
1.000 605.0
1.618 593.0
2.618 573.5
4.250 541.5
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 634.3 632.8
PP 633.0 632.0
S1 631.5 631.0

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

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