ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 607.4 623.6 16.2 2.7% 623.6
High 626.0 628.2 2.2 0.4% 645.5
Low 600.1 609.4 9.3 1.5% 606.9
Close 622.4 611.4 -11.0 -1.8% 608.3
Range 25.9 18.8 -7.1 -27.4% 38.6
ATR 19.8 19.7 -0.1 -0.3% 0.0
Volume 129,992 147,099 17,107 13.2% 723,445
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 672.8 660.8 621.8
R3 654.0 642.0 616.5
R2 635.3 635.3 614.8
R1 623.3 623.3 613.0 619.8
PP 616.3 616.3 616.3 614.5
S1 604.5 604.5 609.8 601.0
S2 597.5 597.5 608.0
S3 578.8 585.8 606.3
S4 560.0 566.8 601.0
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
5 644.0 599.9 44.1 7.2% 21.0 3.5% 26% False False 154,790
10 645.5 599.9 45.6 7.5% 18.3 3.0% 25% False False 153,192
20 648.9 584.3 64.6 10.6% 19.5 3.2% 42% False False 158,760
40 676.0 584.3 91.7 15.0% 19.5 3.2% 30% False False 114,080
60 737.0 584.3 152.7 25.0% 20.8 3.4% 18% False False 76,159
80 742.0 584.3 157.7 25.8% 17.5 2.9% 17% False False 57,161
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708.0
2.618 677.5
1.618 658.5
1.000 647.0
0.618 639.8
HIGH 628.3
0.618 621.0
0.500 618.8
0.382 616.5
LOW 609.5
0.618 597.8
1.000 590.5
1.618 579.0
2.618 560.3
4.250 529.5
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 618.8 614.0
PP 616.3 613.3
S1 613.8 612.3

Download as Excel Spreadsheet

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

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