ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 608.2 607.4 -0.8 -0.1% 623.6
High 613.9 626.0 12.1 2.0% 645.5
Low 599.9 600.1 0.2 0.0% 606.9
Close 609.4 622.4 13.0 2.1% 608.3
Range 14.0 25.9 11.9 85.0% 38.6
ATR 19.3 19.8 0.5 2.4% 0.0
Volume 195,543 129,992 -65,551 -33.5% 723,445
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 693.8 684.0 636.8
R3 668.0 658.3 629.5
R2 642.0 642.0 627.3
R1 632.3 632.3 624.8 637.3
PP 616.3 616.3 616.3 618.5
S1 606.3 606.3 620.0 611.3
S2 590.3 590.3 617.8
S3 564.3 580.5 615.3
S4 538.5 554.5 608.3
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
5 645.3 599.9 45.4 7.3% 19.8 3.2% 50% False False 161,217
10 645.5 584.3 61.2 9.8% 19.3 3.1% 62% False False 159,588
20 667.1 584.3 82.8 13.3% 19.8 3.2% 46% False False 157,849
40 676.0 584.3 91.7 14.7% 19.5 3.1% 42% False False 110,413
60 737.0 584.3 152.7 24.5% 20.8 3.3% 25% False False 73,711
80 742.0 584.3 157.7 25.3% 17.5 2.8% 24% False False 55,322
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 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 736.0
2.618 693.8
1.618 668.0
1.000 652.0
0.618 642.0
HIGH 626.0
0.618 616.0
0.500 613.0
0.382 610.0
LOW 600.0
0.618 584.0
1.000 574.3
1.618 558.3
2.618 532.3
4.250 490.0
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 619.3 620.5
PP 616.3 618.8
S1 613.0 617.0

Download as Excel Spreadsheet

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

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