ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 650.4 647.8 -2.6 -0.4% 649.7
High 658.7 654.8 -3.9 -0.6% 671.5
Low 638.1 636.9 -1.2 -0.2% 636.9
Close 647.7 649.6 1.9 0.3% 649.6
Range 20.6 17.9 -2.7 -13.1% 34.6
ATR 19.5 19.4 -0.1 -0.6% 0.0
Volume 144,572 170,927 26,355 18.2% 781,994
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 700.8 693.0 659.5
R3 683.0 675.3 654.5
R2 665.0 665.0 653.0
R1 657.3 657.3 651.3 661.3
PP 647.0 647.0 647.0 649.0
S1 639.5 639.5 648.0 643.3
S2 629.3 629.3 646.3
S3 611.3 621.5 644.8
S4 593.5 603.5 639.8
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 756.5 737.8 668.8
R3 721.8 703.0 659.0
R2 687.3 687.3 656.0
R1 668.5 668.5 652.8 660.5
PP 652.8 652.8 652.8 648.8
S1 633.8 633.8 646.5 626.0
S2 618.0 618.0 643.3
S3 583.5 599.3 640.0
S4 548.8 564.8 630.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671.5 636.9 34.6 5.3% 17.3 2.6% 37% False True 156,398
10 671.5 599.9 71.6 11.0% 19.3 3.0% 69% False False 160,174
20 671.5 584.3 87.2 13.4% 19.8 3.0% 75% False False 155,513
40 676.0 584.3 91.7 14.1% 19.8 3.0% 71% False False 142,193
60 717.0 584.3 132.7 20.4% 20.3 3.1% 49% False False 94,949
80 742.0 584.3 157.7 24.3% 18.8 2.9% 41% False False 71,267
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 731.0
2.618 701.8
1.618 683.8
1.000 672.8
0.618 665.8
HIGH 654.8
0.618 648.0
0.500 645.8
0.382 643.8
LOW 637.0
0.618 625.8
1.000 619.0
1.618 608.0
2.618 590.0
4.250 560.8
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 648.3 650.8
PP 647.0 650.5
S1 645.8 650.0

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

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