ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 635.0 632.8 -2.2 -0.3% 643.1
High 644.6 640.1 -4.5 -0.7% 646.0
Low 629.3 632.5 3.2 0.5% 626.6
Close 634.0 636.0 2.0 0.3% 636.0
Range 15.3 7.6 -7.7 -50.3% 19.4
ATR 17.2 16.5 -0.7 -4.0% 0.0
Volume 150,404 128,579 -21,825 -14.5% 582,894
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 659.0 655.0 640.3
R3 651.5 647.5 638.0
R2 643.8 643.8 637.5
R1 640.0 640.0 636.8 641.8
PP 636.3 636.3 636.3 637.3
S1 632.3 632.3 635.3 634.3
S2 628.5 628.5 634.5
S3 621.0 624.8 634.0
S4 613.5 617.0 631.8
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 694.5 684.5 646.8
R3 675.0 665.3 641.3
R2 655.5 655.5 639.5
R1 645.8 645.8 637.8 641.0
PP 636.3 636.3 636.3 633.8
S1 626.5 626.5 634.3 621.5
S2 616.8 616.8 632.5
S3 597.5 607.0 630.8
S4 578.0 587.5 625.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646.0 626.6 19.4 3.1% 13.5 2.1% 48% False False 145,361
10 646.0 594.0 52.0 8.2% 16.3 2.6% 81% False False 149,853
20 646.0 586.4 59.6 9.4% 16.3 2.6% 83% False False 149,707
40 671.5 586.4 85.1 13.4% 17.5 2.7% 58% False False 151,939
60 676.0 584.3 91.7 14.4% 17.8 2.8% 56% False False 153,379
80 676.0 584.3 91.7 14.4% 18.8 2.9% 56% False False 125,040
100 742.0 584.3 157.7 24.8% 19.0 3.0% 33% False False 100,091
120 742.0 584.3 157.7 24.8% 17.0 2.7% 33% False False 83,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 672.5
2.618 660.0
1.618 652.5
1.000 647.8
0.618 644.8
HIGH 640.0
0.618 637.3
0.500 636.3
0.382 635.5
LOW 632.5
0.618 627.8
1.000 625.0
1.618 620.3
2.618 612.5
4.250 600.3
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 636.3 635.8
PP 636.3 635.8
S1 636.0 635.5

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

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