ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 623.6 611.3 -12.3 -2.0% 623.6
High 628.2 635.3 7.1 1.1% 645.5
Low 609.4 609.5 0.1 0.0% 606.9
Close 611.4 632.3 20.9 3.4% 608.3
Range 18.8 25.8 7.0 37.2% 38.6
ATR 19.7 20.1 0.4 2.2% 0.0
Volume 147,099 167,694 20,595 14.0% 723,445
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 703.0 693.5 646.5
R3 677.3 667.8 639.5
R2 651.5 651.5 637.0
R1 642.0 642.0 634.8 646.8
PP 625.8 625.8 625.8 628.0
S1 616.0 616.0 630.0 621.0
S2 600.0 600.0 627.5
S3 574.0 590.3 625.3
S4 548.3 564.5 618.0
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
5 635.3 599.9 35.4 5.6% 22.3 3.5% 92% True False 161,337
10 645.5 599.9 45.6 7.2% 19.8 3.1% 71% False False 151,528
20 648.7 584.3 64.4 10.2% 20.0 3.2% 75% False False 158,580
40 676.0 584.3 91.7 14.5% 19.5 3.1% 52% False False 118,239
60 737.0 584.3 152.7 24.1% 21.0 3.3% 31% False False 78,950
80 742.0 584.3 157.7 24.9% 17.8 2.8% 30% False False 59,257
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 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 745.0
2.618 702.8
1.618 677.0
1.000 661.0
0.618 651.3
HIGH 635.3
0.618 625.5
0.500 622.5
0.382 619.3
LOW 609.5
0.618 593.5
1.000 583.8
1.618 567.8
2.618 542.0
4.250 499.8
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 629.0 627.5
PP 625.8 622.5
S1 622.5 617.8

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

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