ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 661.1 650.4 -10.7 -1.6% 608.2
High 664.7 658.7 -6.0 -0.9% 651.4
Low 646.4 638.1 -8.3 -1.3% 599.9
Close 649.9 647.7 -2.2 -0.3% 649.6
Range 18.3 20.6 2.3 12.6% 51.5
ATR 19.5 19.5 0.1 0.4% 0.0
Volume 147,785 144,572 -3,213 -2.2% 819,749
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 710.0 699.5 659.0
R3 689.3 678.8 653.3
R2 668.8 668.8 651.5
R1 658.3 658.3 649.5 653.3
PP 648.3 648.3 648.3 645.8
S1 637.8 637.8 645.8 632.5
S2 627.5 627.5 644.0
S3 607.0 617.0 642.0
S4 586.3 596.5 636.3
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
5 671.5 628.0 43.5 6.7% 18.3 2.8% 45% False False 158,097
10 671.5 599.9 71.6 11.1% 20.3 3.1% 67% False False 159,717
20 671.5 584.3 87.2 13.5% 20.0 3.1% 73% False False 156,412
40 676.0 584.3 91.7 14.2% 19.5 3.0% 69% False False 137,923
60 717.0 584.3 132.7 20.5% 21.0 3.3% 48% False False 92,103
80 742.0 584.3 157.7 24.3% 18.8 2.9% 40% False False 69,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 746.3
2.618 712.8
1.618 692.0
1.000 679.3
0.618 671.5
HIGH 658.8
0.618 650.8
0.500 648.5
0.382 646.0
LOW 638.0
0.618 625.3
1.000 617.5
1.618 604.8
2.618 584.3
4.250 550.5
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 648.5 654.8
PP 648.3 652.5
S1 648.0 650.0

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

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