ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 659.5 656.4 -3.1 -0.5% 649.7
High 664.1 663.5 -0.6 -0.1% 671.5
Low 649.7 652.0 2.3 0.4% 636.9
Close 656.3 662.3 6.0 0.9% 649.6
Range 14.4 11.5 -2.9 -20.1% 34.6
ATR 18.7 18.2 -0.5 -2.8% 0.0
Volume 128,551 116,962 -11,589 -9.0% 781,994
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 693.8 689.5 668.5
R3 682.3 678.0 665.5
R2 670.8 670.8 664.5
R1 666.5 666.5 663.3 668.8
PP 659.3 659.3 659.3 660.3
S1 655.0 655.0 661.3 657.3
S2 647.8 647.8 660.3
S3 636.3 643.5 659.3
S4 624.8 632.0 656.0
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
5 664.1 636.9 27.2 4.1% 15.5 2.3% 93% False False 147,131
10 671.5 609.5 62.0 9.4% 17.5 2.6% 85% False False 154,926
20 671.5 599.9 71.6 10.8% 17.8 2.7% 87% False False 154,059
40 676.0 584.3 91.7 13.8% 18.8 2.8% 85% False False 152,515
60 717.0 584.3 132.7 20.0% 19.8 3.0% 59% False False 101,941
80 742.0 584.3 157.7 23.8% 19.0 2.9% 49% False False 76,506
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 712.5
2.618 693.5
1.618 682.0
1.000 675.0
0.618 670.5
HIGH 663.5
0.618 659.0
0.500 657.8
0.382 656.5
LOW 652.0
0.618 645.0
1.000 640.5
1.618 633.5
2.618 622.0
4.250 603.0
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 660.8 660.5
PP 659.3 658.8
S1 657.8 657.0

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

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