ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 632.8 637.7 4.9 0.8% 643.1
High 640.1 654.1 14.0 2.2% 646.0
Low 632.5 637.7 5.2 0.8% 626.6
Close 636.0 650.7 14.7 2.3% 636.0
Range 7.6 16.4 8.8 115.8% 19.4
ATR 16.5 16.6 0.1 0.7% 0.0
Volume 128,579 104,750 -23,829 -18.5% 582,894
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 696.8 690.0 659.8
R3 680.3 673.8 655.3
R2 664.0 664.0 653.8
R1 657.3 657.3 652.3 660.5
PP 647.5 647.5 647.5 649.3
S1 641.0 641.0 649.3 644.3
S2 631.0 631.0 647.8
S3 614.8 624.5 646.3
S4 598.3 608.0 641.8
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
5 654.1 626.6 27.5 4.2% 14.0 2.1% 88% True False 137,528
10 654.1 594.8 59.3 9.1% 15.5 2.4% 94% True False 142,550
20 654.1 586.4 67.7 10.4% 16.5 2.5% 95% True False 148,263
40 671.5 586.4 85.1 13.1% 17.3 2.6% 76% False False 150,398
60 676.0 584.3 91.7 14.1% 18.0 2.8% 72% False False 151,982
80 676.0 584.3 91.7 14.1% 18.3 2.8% 72% False False 126,347
100 742.0 584.3 157.7 24.2% 19.0 2.9% 42% False False 101,135
120 742.0 584.3 157.7 24.2% 17.0 2.6% 42% False False 84,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 723.8
2.618 697.0
1.618 680.8
1.000 670.5
0.618 664.3
HIGH 654.0
0.618 647.8
0.500 646.0
0.382 644.0
LOW 637.8
0.618 627.5
1.000 621.3
1.618 611.3
2.618 594.8
4.250 568.0
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 649.0 647.8
PP 647.5 644.8
S1 646.0 641.8

Download as Excel Spreadsheet

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

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