ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 656.4 662.1 5.7 0.9% 649.7
High 663.5 664.6 1.1 0.2% 671.5
Low 652.0 653.5 1.5 0.2% 636.9
Close 662.3 654.3 -8.0 -1.2% 649.6
Range 11.5 11.1 -0.4 -3.5% 34.6
ATR 18.2 17.7 -0.5 -2.8% 0.0
Volume 116,962 106,466 -10,496 -9.0% 781,994
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 690.8 683.8 660.5
R3 679.8 672.5 657.3
R2 668.5 668.5 656.3
R1 661.5 661.5 655.3 659.5
PP 657.5 657.5 657.5 656.5
S1 650.3 650.3 653.3 648.3
S2 646.3 646.3 652.3
S3 635.3 639.3 651.3
S4 624.3 628.3 648.3
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
5 664.6 636.9 27.7 4.2% 13.8 2.1% 63% True False 139,510
10 671.5 628.0 43.5 6.6% 16.0 2.4% 60% False False 148,803
20 671.5 599.9 71.6 10.9% 17.8 2.7% 76% False False 150,166
40 676.0 584.3 91.7 14.0% 18.5 2.8% 76% False False 154,529
60 717.0 584.3 132.7 20.3% 19.5 3.0% 53% False False 103,709
80 742.0 584.3 157.7 24.1% 19.0 2.9% 44% False False 77,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 711.8
2.618 693.8
1.618 682.5
1.000 675.8
0.618 671.5
HIGH 664.5
0.618 660.3
0.500 659.0
0.382 657.8
LOW 653.5
0.618 646.8
1.000 642.5
1.618 635.5
2.618 624.5
4.250 606.3
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 659.0 657.3
PP 657.5 656.3
S1 656.0 655.3

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

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