ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 638.4 631.7 -6.7 -1.0% 623.6
High 644.0 634.2 -9.8 -1.5% 645.5
Low 624.5 606.9 -17.6 -2.8% 606.9
Close 630.2 608.3 -21.9 -3.5% 608.3
Range 19.5 27.3 7.8 40.0% 38.6
ATR 19.1 19.7 0.6 3.1% 0.0
Volume 134,958 166,360 31,402 23.3% 723,445
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 698.3 680.8 623.3
R3 671.0 653.3 615.8
R2 643.8 643.8 613.3
R1 626.0 626.0 610.8 621.3
PP 616.5 616.5 616.5 614.0
S1 598.8 598.8 605.8 594.0
S2 589.3 589.3 603.3
S3 561.8 571.5 600.8
S4 534.5 544.3 593.3
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 736.0 710.8 629.5
R3 697.5 672.3 619.0
R2 658.8 658.8 615.5
R1 633.5 633.5 611.8 627.0
PP 620.3 620.3 620.3 617.0
S1 595.0 595.0 604.8 588.3
S2 581.8 581.8 601.3
S3 543.0 556.3 597.8
S4 504.5 517.8 587.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 645.5 606.9 38.6 6.3% 20.0 3.3% 4% False True 144,689
10 645.5 584.3 61.2 10.1% 20.0 3.3% 39% False False 150,852
20 676.0 584.3 91.7 15.1% 19.5 3.2% 26% False False 155,150
40 676.0 584.3 91.7 15.1% 19.5 3.2% 26% False False 102,295
60 742.0 584.3 157.7 25.9% 20.3 3.3% 15% False False 68,293
80 742.0 584.3 157.7 25.9% 17.0 2.8% 15% False False 51,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 750.3
2.618 705.8
1.618 678.3
1.000 661.5
0.618 651.0
HIGH 634.3
0.618 623.8
0.500 620.5
0.382 617.3
LOW 607.0
0.618 590.0
1.000 579.5
1.618 562.8
2.618 535.5
4.250 491.0
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 620.5 626.0
PP 616.5 620.3
S1 612.5 614.3

Download as Excel Spreadsheet

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

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