ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 648.3 652.6 4.3 0.7% 643.1
High 654.7 653.3 -1.4 -0.2% 646.0
Low 642.4 642.8 0.4 0.1% 626.6
Close 653.5 650.3 -3.2 -0.5% 636.0
Range 12.3 10.5 -1.8 -14.6% 19.4
ATR 15.8 15.4 -0.4 -2.3% 0.0
Volume 66,875 25,770 -41,105 -61.5% 582,894
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 680.3 675.8 656.0
R3 669.8 665.3 653.3
R2 659.3 659.3 652.3
R1 654.8 654.8 651.3 651.8
PP 648.8 648.8 648.8 647.3
S1 644.3 644.3 649.3 641.3
S2 638.3 638.3 648.5
S3 627.8 633.8 647.5
S4 617.3 623.3 644.5
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
5 655.3 632.5 22.8 3.5% 11.0 1.7% 78% False False 80,800
10 655.3 620.4 34.9 5.4% 12.8 2.0% 86% False False 112,529
20 655.3 586.4 68.9 10.6% 15.5 2.4% 93% False False 135,849
40 671.5 586.4 85.1 13.1% 16.5 2.5% 75% False False 142,849
60 671.5 584.3 87.2 13.4% 17.5 2.7% 76% False False 148,153
80 676.0 584.3 91.7 14.1% 18.0 2.8% 72% False False 128,465
100 737.0 584.3 152.7 23.5% 19.0 2.9% 43% False False 102,835
120 742.0 584.3 157.7 24.3% 17.3 2.6% 42% False False 85,723
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 698.0
2.618 680.8
1.618 670.3
1.000 663.8
0.618 659.8
HIGH 653.3
0.618 649.3
0.500 648.0
0.382 646.8
LOW 642.8
0.618 636.3
1.000 632.3
1.618 625.8
2.618 615.3
4.250 598.3
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 649.5 649.8
PP 648.8 649.3
S1 648.0 648.8

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

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