ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 655.1 651.0 -4.1 -0.6% 650.8
High 657.4 659.9 2.5 0.4% 664.6
Low 637.1 648.3 11.2 1.8% 637.1
Close 650.0 658.6 8.6 1.3% 650.0
Range 20.3 11.6 -8.7 -42.9% 27.5
ATR 17.9 17.4 -0.4 -2.5% 0.0
Volume 171,547 91,111 -80,436 -46.9% 698,170
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 690.5 686.0 665.0
R3 678.8 674.5 661.8
R2 667.3 667.3 660.8
R1 663.0 663.0 659.8 665.0
PP 655.5 655.5 655.5 656.8
S1 651.3 651.3 657.5 653.5
S2 644.0 644.0 656.5
S3 632.5 639.8 655.5
S4 620.8 628.0 652.3
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% 13.8 2.1% 78% False False 122,927
10 671.5 636.9 34.6 5.3% 15.3 2.3% 63% False False 139,254
20 671.5 599.9 71.6 10.9% 18.0 2.7% 82% False False 150,084
40 676.0 584.3 91.7 13.9% 18.3 2.8% 81% False False 156,360
60 700.9 584.3 116.6 17.7% 19.5 2.9% 64% False False 108,067
80 742.0 584.3 157.7 23.9% 19.3 2.9% 47% False False 81,116
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 709.3
2.618 690.3
1.618 678.8
1.000 671.5
0.618 667.0
HIGH 660.0
0.618 655.5
0.500 654.0
0.382 652.8
LOW 648.3
0.618 641.3
1.000 636.8
1.618 629.5
2.618 618.0
4.250 599.0
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 657.0 656.0
PP 655.5 653.5
S1 654.0 650.8

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

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