ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 651.0 658.6 7.6 1.2% 650.8
High 659.9 659.0 -0.9 -0.1% 664.6
Low 648.3 639.9 -8.4 -1.3% 637.1
Close 658.6 645.3 -13.3 -2.0% 650.0
Range 11.6 19.1 7.5 64.7% 27.5
ATR 17.4 17.6 0.1 0.7% 0.0
Volume 91,111 163,285 72,174 79.2% 698,170
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 705.3 694.5 655.8
R3 686.3 675.3 650.5
R2 667.3 667.3 648.8
R1 656.3 656.3 647.0 652.3
PP 648.0 648.0 648.0 646.0
S1 637.3 637.3 643.5 633.0
S2 629.0 629.0 641.8
S3 609.8 618.0 640.0
S4 590.8 599.0 634.8
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 4.3% 14.8 2.3% 30% False False 129,874
10 664.7 636.9 27.8 4.3% 15.8 2.5% 30% False False 141,585
20 671.5 599.9 71.6 11.1% 17.8 2.7% 63% False False 151,743
40 676.0 584.3 91.7 14.2% 18.3 2.8% 67% False False 156,570
60 700.9 584.3 116.6 18.1% 19.3 3.0% 52% False False 110,783
80 742.0 584.3 157.7 24.4% 19.3 3.0% 39% False False 83,155
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 740.3
2.618 709.0
1.618 690.0
1.000 678.0
0.618 670.8
HIGH 659.0
0.618 651.8
0.500 649.5
0.382 647.3
LOW 640.0
0.618 628.0
1.000 620.8
1.618 609.0
2.618 590.0
4.250 558.8
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 649.5 648.5
PP 648.0 647.5
S1 646.8 646.3

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

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