ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 647.8 650.8 3.0 0.5% 649.7
High 654.8 664.1 9.3 1.4% 671.5
Low 636.9 650.8 13.9 2.2% 636.9
Close 649.6 659.4 9.8 1.5% 649.6
Range 17.9 13.3 -4.6 -25.7% 34.6
ATR 19.4 19.1 -0.4 -1.8% 0.0
Volume 170,927 174,644 3,717 2.2% 781,994
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 698.0 692.0 666.8
R3 684.8 678.8 663.0
R2 671.5 671.5 661.8
R1 665.5 665.5 660.5 668.5
PP 658.0 658.0 658.0 659.5
S1 652.0 652.0 658.3 655.0
S2 644.8 644.8 657.0
S3 631.5 638.8 655.8
S4 618.3 625.5 652.0
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 5.2% 16.5 2.5% 65% False False 155,582
10 671.5 600.1 71.4 10.8% 19.3 2.9% 83% False False 158,084
20 671.5 584.3 87.2 13.2% 19.3 2.9% 86% False False 152,468
40 676.0 584.3 91.7 13.9% 19.0 2.9% 82% False False 146,515
60 717.0 584.3 132.7 20.1% 20.0 3.0% 57% False False 97,856
80 742.0 584.3 157.7 23.9% 19.0 2.9% 48% False False 73,443
Crabel Price Patterns
NR True
NR4 True
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 4.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 720.5
2.618 699.0
1.618 685.5
1.000 677.5
0.618 672.3
HIGH 664.0
0.618 659.0
0.500 657.5
0.382 656.0
LOW 650.8
0.618 642.5
1.000 637.5
1.618 629.3
2.618 616.0
4.250 594.3
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 658.8 656.5
PP 658.0 653.5
S1 657.5 650.5

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

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