ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 612.5 616.3 3.8 0.6% 651.0
High 620.3 621.3 1.0 0.2% 659.9
Low 605.9 607.4 1.5 0.2% 605.9
Close 614.4 608.6 -5.8 -0.9% 608.6
Range 14.4 13.9 -0.5 -3.5% 54.0
ATR 18.5 18.2 -0.3 -1.8% 0.0
Volume 159,222 133,620 -25,602 -16.1% 750,764
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 654.3 645.3 616.3
R3 640.3 631.3 612.5
R2 626.3 626.3 611.3
R1 617.5 617.5 609.8 615.0
PP 612.5 612.5 612.5 611.3
S1 603.5 603.5 607.3 601.0
S2 598.5 598.5 606.0
S3 584.8 589.8 604.8
S4 570.8 575.8 601.0
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 786.8 751.8 638.3
R3 732.8 697.8 623.5
R2 678.8 678.8 618.5
R1 643.8 643.8 613.5 634.3
PP 624.8 624.8 624.8 620.0
S1 589.8 589.8 603.8 580.3
S2 570.8 570.8 598.8
S3 516.8 535.8 593.8
S4 462.8 481.8 579.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 659.9 605.9 54.0 8.9% 18.8 3.1% 5% False False 150,152
10 664.6 605.9 58.7 9.6% 16.5 2.7% 5% False False 144,893
20 671.5 599.9 71.6 11.8% 18.0 2.9% 12% False False 152,533
40 676.0 584.3 91.7 15.1% 18.8 3.1% 26% False False 153,842
60 676.0 584.3 91.7 15.1% 19.0 3.1% 26% False False 119,041
80 742.0 584.3 157.7 25.9% 19.8 3.2% 15% False False 89,353
100 742.0 584.3 157.7 25.9% 17.3 2.8% 15% False False 71,511
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 680.5
2.618 657.8
1.618 643.8
1.000 635.3
0.618 630.0
HIGH 621.3
0.618 616.0
0.500 614.3
0.382 612.8
LOW 607.5
0.618 598.8
1.000 593.5
1.618 585.0
2.618 571.0
4.250 548.3
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 614.3 625.5
PP 612.5 619.8
S1 610.5 614.3

Download as Excel Spreadsheet

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

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