ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 662.7 661.1 -1.6 -0.2% 608.2
High 671.5 664.7 -6.8 -1.0% 651.4
Low 658.6 646.4 -12.2 -1.9% 599.9
Close 661.2 649.9 -11.3 -1.7% 649.6
Range 12.9 18.3 5.4 41.9% 51.5
ATR 19.5 19.5 -0.1 -0.5% 0.0
Volume 139,984 147,785 7,801 5.6% 819,749
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 708.5 697.5 660.0
R3 690.3 679.3 655.0
R2 672.0 672.0 653.3
R1 661.0 661.0 651.5 657.3
PP 653.8 653.8 653.8 651.8
S1 642.8 642.8 648.3 639.0
S2 635.3 635.3 646.5
S3 617.0 624.3 644.8
S4 598.8 606.0 639.8
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
5 671.5 609.5 62.0 9.5% 19.3 3.0% 65% False False 162,722
10 671.5 599.9 71.6 11.0% 20.3 3.1% 70% False False 158,756
20 671.5 584.3 87.2 13.4% 19.8 3.0% 75% False False 159,765
40 676.0 584.3 91.7 14.1% 19.5 3.0% 72% False False 134,331
60 717.0 584.3 132.7 20.4% 21.0 3.2% 49% False False 89,697
80 742.0 584.3 157.7 24.3% 18.5 2.9% 42% False False 67,325
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 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 742.5
2.618 712.5
1.618 694.3
1.000 683.0
0.618 676.0
HIGH 664.8
0.618 657.8
0.500 655.5
0.382 653.5
LOW 646.5
0.618 635.0
1.000 628.0
1.618 616.8
2.618 598.5
4.250 568.5
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 655.5 659.0
PP 653.8 656.0
S1 651.8 653.0

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

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