ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 662.1 655.1 -7.0 -1.1% 650.8
High 664.6 657.4 -7.2 -1.1% 664.6
Low 653.5 637.1 -16.4 -2.5% 637.1
Close 654.3 650.0 -4.3 -0.7% 650.0
Range 11.1 20.3 9.2 82.9% 27.5
ATR 17.7 17.9 0.2 1.0% 0.0
Volume 106,466 171,547 65,081 61.1% 698,170
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 709.0 699.8 661.3
R3 688.8 679.5 655.5
R2 668.5 668.5 653.8
R1 659.3 659.3 651.8 653.8
PP 648.3 648.3 648.3 645.5
S1 639.0 639.0 648.3 633.5
S2 627.8 627.8 646.3
S3 607.5 618.8 644.5
S4 587.3 598.3 638.8
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 733.0 719.0 665.0
R3 705.5 691.5 657.5
R2 678.0 678.0 655.0
R1 664.0 664.0 652.5 657.3
PP 650.5 650.5 650.5 647.3
S1 636.5 636.5 647.5 629.8
S2 623.0 623.0 645.0
S3 595.5 609.0 642.5
S4 568.0 581.5 635.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664.6 637.1 27.5 4.2% 14.0 2.2% 47% False True 139,634
10 671.5 636.9 34.6 5.3% 15.8 2.4% 38% False False 148,016
20 671.5 599.9 71.6 11.0% 18.3 2.8% 70% False False 151,167
40 676.0 584.3 91.7 14.1% 18.5 2.8% 72% False False 157,928
60 708.1 584.3 123.8 19.0% 19.5 3.0% 53% False False 106,560
80 742.0 584.3 157.7 24.3% 19.3 3.0% 42% False False 79,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 743.8
2.618 710.5
1.618 690.3
1.000 677.8
0.618 670.0
HIGH 657.5
0.618 649.8
0.500 647.3
0.382 644.8
LOW 637.0
0.618 624.5
1.000 616.8
1.618 604.3
2.618 584.0
4.250 550.8
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 649.0 650.8
PP 648.3 650.5
S1 647.3 650.3

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

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