ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 621.4 610.6 -10.8 -1.7% 608.7
High 628.9 613.0 -15.9 -2.5% 633.0
Low 608.0 599.9 -8.1 -1.3% 599.9
Close 609.9 610.6 0.7 0.1% 610.6
Range 20.9 13.1 -7.8 -37.3% 33.1
ATR 18.0 17.6 -0.3 -1.9% 0.0
Volume 185,464 136,443 -49,021 -26.4% 740,853
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 647.3 642.0 617.8
R3 634.0 628.8 614.3
R2 621.0 621.0 613.0
R1 615.8 615.8 611.8 617.3
PP 607.8 607.8 607.8 608.5
S1 602.8 602.8 609.5 604.0
S2 594.8 594.8 608.3
S3 581.8 589.5 607.0
S4 568.5 576.5 603.5
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 713.8 695.3 628.8
R3 680.8 662.3 619.8
R2 647.5 647.5 616.8
R1 629.0 629.0 613.8 638.3
PP 614.5 614.5 614.5 619.0
S1 596.0 596.0 607.5 605.3
S2 581.5 581.5 604.5
S3 548.3 563.0 601.5
S4 515.3 529.8 592.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 633.0 599.9 33.1 5.4% 16.5 2.7% 32% False True 148,170
10 659.9 599.9 60.0 9.8% 17.5 2.9% 18% False True 149,161
20 671.5 599.9 71.6 11.7% 16.5 2.7% 15% False True 148,589
40 671.5 584.3 87.2 14.3% 18.5 3.0% 30% False False 154,235
60 676.0 584.3 91.7 15.0% 18.5 3.0% 29% False False 131,337
80 737.0 584.3 152.7 25.0% 20.0 3.3% 17% False False 98,601
100 742.0 584.3 157.7 25.8% 17.8 2.9% 17% False False 78,917
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 668.8
2.618 647.3
1.618 634.3
1.000 626.0
0.618 621.0
HIGH 613.0
0.618 608.0
0.500 606.5
0.382 605.0
LOW 600.0
0.618 591.8
1.000 586.8
1.618 578.8
2.618 565.5
4.250 544.3
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 609.3 616.5
PP 607.8 614.5
S1 606.5 612.5

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

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