ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 642.8 639.4 -3.4 -0.5% 592.8
High 643.1 640.1 -3.0 -0.5% 625.4
Low 633.5 622.4 -11.1 -1.8% 582.6
Close 636.7 628.0 -8.7 -1.4% 623.4
Range 9.6 17.7 8.1 84.4% 42.8
ATR 14.0 14.2 0.3 1.9% 0.0
Volume 286 170 -116 -40.6% 6,044
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 683.3 673.3 637.8
R3 665.5 655.8 632.8
R2 647.8 647.8 631.3
R1 638.0 638.0 629.5 634.0
PP 630.3 630.3 630.3 628.3
S1 620.3 620.3 626.5 616.3
S2 612.5 612.5 624.8
S3 594.8 602.5 623.3
S4 577.0 584.8 618.3
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 738.8 724.0 647.0
R3 696.0 681.3 635.3
R2 653.3 653.3 631.3
R1 638.3 638.3 627.3 645.8
PP 610.5 610.5 610.5 614.3
S1 595.5 595.5 619.5 603.0
S2 567.8 567.8 615.5
S3 524.8 552.8 611.8
S4 482.0 510.0 599.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.1 612.8 30.3 4.8% 13.8 2.2% 50% False False 633
10 643.1 582.6 60.5 9.6% 14.5 2.3% 75% False False 840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 715.3
2.618 686.5
1.618 668.8
1.000 657.8
0.618 651.0
HIGH 640.0
0.618 633.3
0.500 631.3
0.382 629.3
LOW 622.5
0.618 611.5
1.000 604.8
1.618 593.8
2.618 576.0
4.250 547.3
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 631.3 632.8
PP 630.3 631.3
S1 629.0 629.5

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

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