ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 631.7 608.2 -23.5 -3.7% 623.6
High 634.2 613.9 -20.3 -3.2% 645.5
Low 606.9 599.9 -7.0 -1.2% 606.9
Close 608.3 609.4 1.1 0.2% 608.3
Range 27.3 14.0 -13.3 -48.7% 38.6
ATR 19.7 19.3 -0.4 -2.1% 0.0
Volume 166,360 195,543 29,183 17.5% 723,445
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 649.8 643.5 617.0
R3 635.8 629.5 613.3
R2 621.8 621.8 612.0
R1 615.5 615.5 610.8 618.8
PP 607.8 607.8 607.8 609.3
S1 601.5 601.5 608.0 604.8
S2 593.8 593.8 606.8
S3 579.8 587.5 605.5
S4 565.8 573.5 601.8
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
5 645.5 599.9 45.6 7.5% 19.8 3.2% 21% False True 161,241
10 645.5 584.3 61.2 10.0% 19.3 3.2% 41% False False 146,853
20 676.0 584.3 91.7 15.0% 19.8 3.2% 27% False False 157,050
40 676.0 584.3 91.7 15.0% 19.3 3.2% 27% False False 107,172
60 742.0 584.3 157.7 25.9% 20.3 3.3% 16% False False 71,545
80 742.0 584.3 157.7 25.9% 17.3 2.8% 16% False False 53,697
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 673.5
2.618 650.5
1.618 636.5
1.000 628.0
0.618 622.5
HIGH 614.0
0.618 608.5
0.500 607.0
0.382 605.3
LOW 600.0
0.618 591.3
1.000 586.0
1.618 577.3
2.618 563.3
4.250 540.5
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 608.5 622.0
PP 607.8 617.8
S1 607.0 613.5

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

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