ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 595.1 605.4 10.3 1.7% 608.7
High 605.4 611.4 6.0 1.0% 633.0
Low 586.7 597.1 10.4 1.8% 599.9
Close 604.0 599.4 -4.6 -0.8% 610.6
Range 18.7 14.3 -4.4 -23.5% 33.1
ATR 17.5 17.3 -0.2 -1.3% 0.0
Volume 161,758 151,223 -10,535 -6.5% 740,853
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 645.5 636.8 607.3
R3 631.3 622.5 603.3
R2 617.0 617.0 602.0
R1 608.3 608.3 600.8 605.5
PP 602.8 602.8 602.8 601.3
S1 593.8 593.8 598.0 591.0
S2 588.3 588.3 596.8
S3 574.0 579.5 595.5
S4 559.8 565.3 591.5
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
5 617.9 586.4 31.5 5.3% 15.8 2.6% 41% False False 151,516
10 633.0 586.4 46.6 7.8% 16.3 2.7% 28% False False 149,561
20 664.6 586.4 78.2 13.0% 16.5 2.8% 17% False False 149,092
40 671.5 584.3 87.2 14.5% 18.3 3.0% 17% False False 152,752
60 676.0 584.3 91.7 15.3% 18.5 3.1% 16% False False 141,646
80 717.0 584.3 132.7 22.1% 20.0 3.3% 11% False False 106,350
100 742.0 584.3 157.7 26.3% 18.3 3.0% 10% False False 85,123
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 5.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 672.3
2.618 648.8
1.618 634.5
1.000 625.8
0.618 620.3
HIGH 611.5
0.618 606.0
0.500 604.3
0.382 602.5
LOW 597.0
0.618 588.3
1.000 582.8
1.618 574.0
2.618 559.8
4.250 536.3
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 604.3 599.3
PP 602.8 599.0
S1 601.0 599.0

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

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