ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 650.8 659.5 8.7 1.3% 649.7
High 664.1 664.1 0.0 0.0% 671.5
Low 650.8 649.7 -1.1 -0.2% 636.9
Close 659.4 656.3 -3.1 -0.5% 649.6
Range 13.3 14.4 1.1 8.3% 34.6
ATR 19.1 18.7 -0.3 -1.7% 0.0
Volume 174,644 128,551 -46,093 -26.4% 781,994
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 700.0 692.5 664.3
R3 685.5 678.0 660.3
R2 671.0 671.0 659.0
R1 663.8 663.8 657.5 660.3
PP 656.8 656.8 656.8 655.0
S1 649.3 649.3 655.0 645.8
S2 642.3 642.3 653.8
S3 628.0 635.0 652.3
S4 613.5 620.5 648.5
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
5 664.7 636.9 27.8 4.2% 17.0 2.6% 70% False False 153,295
10 671.5 609.4 62.1 9.5% 18.3 2.8% 76% False False 157,940
20 671.5 584.3 87.2 13.3% 18.8 2.8% 83% False False 158,764
40 676.0 584.3 91.7 14.0% 19.0 2.9% 79% False False 149,707
60 717.0 584.3 132.7 20.2% 20.0 3.0% 54% False False 99,995
80 742.0 584.3 157.7 24.0% 19.0 2.9% 46% False False 75,050
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 725.3
2.618 701.8
1.618 687.5
1.000 678.5
0.618 673.0
HIGH 664.0
0.618 658.5
0.500 657.0
0.382 655.3
LOW 649.8
0.618 640.8
1.000 635.3
1.618 626.5
2.618 612.0
4.250 588.5
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 657.0 654.3
PP 656.8 652.5
S1 656.5 650.5

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

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