ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 633.3 649.7 16.4 2.6% 608.2
High 651.4 663.8 12.4 1.9% 651.4
Low 628.0 647.8 19.8 3.2% 599.9
Close 649.6 663.2 13.6 2.1% 649.6
Range 23.4 16.0 -7.4 -31.6% 51.5
ATR 20.4 20.1 -0.3 -1.5% 0.0
Volume 179,421 178,726 -695 -0.4% 819,749
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 706.3 700.8 672.0
R3 690.3 684.8 667.5
R2 674.3 674.3 666.3
R1 668.8 668.8 664.8 671.5
PP 658.3 658.3 658.3 659.8
S1 652.8 652.8 661.8 655.5
S2 642.3 642.3 660.3
S3 626.3 636.8 658.8
S4 610.3 620.8 654.5
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 788.3 770.3 678.0
R3 736.8 718.8 663.8
R2 685.3 685.3 659.0
R1 667.3 667.3 654.3 676.3
PP 633.8 633.8 633.8 638.0
S1 615.8 615.8 645.0 624.8
S2 582.3 582.3 640.3
S3 530.8 564.3 635.5
S4 479.3 512.8 621.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663.8 600.1 63.7 9.6% 22.0 3.3% 99% True False 160,586
10 663.8 599.9 63.9 9.6% 20.8 3.1% 99% True False 160,914
20 663.8 584.3 79.5 12.0% 20.5 3.1% 99% True False 160,308
40 676.0 584.3 91.7 13.8% 19.5 2.9% 86% False False 127,159
60 727.3 584.3 143.0 21.6% 21.0 3.2% 55% False False 84,910
80 742.0 584.3 157.7 23.8% 18.3 2.8% 50% False False 63,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 731.8
2.618 705.8
1.618 689.8
1.000 679.8
0.618 673.8
HIGH 663.8
0.618 657.8
0.500 655.8
0.382 654.0
LOW 647.8
0.618 638.0
1.000 631.8
1.618 622.0
2.618 606.0
4.250 579.8
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 660.8 654.3
PP 658.3 645.5
S1 655.8 636.8

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

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