ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 649.7 662.7 13.0 2.0% 608.2
High 663.8 671.5 7.7 1.2% 651.4
Low 647.8 658.6 10.8 1.7% 599.9
Close 663.2 661.2 -2.0 -0.3% 649.6
Range 16.0 12.9 -3.1 -19.4% 51.5
ATR 20.1 19.5 -0.5 -2.5% 0.0
Volume 178,726 139,984 -38,742 -21.7% 819,749
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 702.5 694.8 668.3
R3 689.5 681.8 664.8
R2 676.8 676.8 663.5
R1 669.0 669.0 662.5 666.3
PP 663.8 663.8 663.8 662.5
S1 656.0 656.0 660.0 653.5
S2 650.8 650.8 658.8
S3 638.0 643.3 657.8
S4 625.0 630.3 654.0
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
5 671.5 609.4 62.1 9.4% 19.5 2.9% 83% True False 162,584
10 671.5 599.9 71.6 10.8% 19.5 3.0% 86% True False 161,901
20 671.5 584.3 87.2 13.2% 20.5 3.1% 88% True False 158,407
40 676.0 584.3 91.7 13.9% 19.5 3.0% 84% False False 130,637
60 719.4 584.3 135.1 20.4% 21.0 3.2% 57% False False 87,234
80 742.0 584.3 157.7 23.9% 18.3 2.8% 49% False False 65,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 726.3
2.618 705.3
1.618 692.3
1.000 684.5
0.618 679.5
HIGH 671.5
0.618 666.5
0.500 665.0
0.382 663.5
LOW 658.5
0.618 650.8
1.000 645.8
1.618 637.8
2.618 624.8
4.250 603.8
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 665.0 657.5
PP 663.8 653.5
S1 662.5 649.8

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

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