ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 585.0 608.5 23.5 4.0% 638.7
High 610.3 617.4 7.1 1.2% 645.8
Low 582.6 608.3 25.7 4.4% 588.0
Close 609.9 617.0 7.1 1.2% 592.8
Range 27.7 9.1 -18.6 -67.1% 57.8
ATR
Volume 4,886 325 -4,561 -93.3% 2,656
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 641.5 638.3 622.0
R3 632.5 629.3 619.5
R2 623.3 623.3 618.8
R1 620.3 620.3 617.8 621.8
PP 614.3 614.3 614.3 615.0
S1 611.0 611.0 616.3 612.8
S2 605.3 605.3 615.3
S3 596.0 602.0 614.5
S4 587.0 592.8 612.0
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 782.3 745.3 624.5
R3 724.5 687.5 608.8
R2 666.8 666.8 603.5
R1 629.8 629.8 598.0 619.3
PP 608.8 608.8 608.8 603.8
S1 572.0 572.0 587.5 561.5
S2 551.0 551.0 582.3
S3 493.3 514.3 577.0
S4 435.5 456.3 561.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617.4 582.6 34.8 5.6% 15.3 2.5% 99% True False 1,048
10 645.8 582.6 63.2 10.2% 15.8 2.5% 54% False False 789
Crabel Price Patterns
NR True
NR4 False
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 656.0
2.618 641.3
1.618 632.0
1.000 626.5
0.618 623.0
HIGH 617.5
0.618 614.0
0.500 612.8
0.382 611.8
LOW 608.3
0.618 602.8
1.000 599.3
1.618 593.5
2.618 584.5
4.250 569.5
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 615.5 611.3
PP 614.3 605.8
S1 612.8 600.0

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

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