ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 628.4 605.9 -22.5 -3.6% 621.8
High 628.4 610.7 -17.7 -2.8% 643.1
Low 604.8 598.1 -6.7 -1.1% 604.8
Close 606.1 607.2 1.1 0.2% 606.1
Range 23.6 12.6 -11.0 -46.6% 38.3
ATR 14.9 14.7 -0.2 -1.1% 0.0
Volume 183 462 279 152.5% 2,515
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 643.3 637.8 614.3
R3 630.5 625.3 610.8
R2 618.0 618.0 609.5
R1 612.5 612.5 608.3 615.3
PP 605.3 605.3 605.3 606.8
S1 600.0 600.0 606.0 602.8
S2 592.8 592.8 605.0
S3 580.3 587.3 603.8
S4 567.5 574.8 600.3
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 733.0 707.8 627.3
R3 694.5 669.5 616.8
R2 656.3 656.3 613.0
R1 631.3 631.3 609.5 624.5
PP 618.0 618.0 618.0 614.8
S1 593.0 593.0 602.5 586.3
S2 579.8 579.8 599.0
S3 541.5 554.5 595.5
S4 503.0 516.3 585.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.1 598.1 45.0 7.4% 16.5 2.7% 20% False True 259
10 643.1 582.6 60.5 10.0% 16.5 2.7% 41% False False 902
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 664.3
2.618 643.8
1.618 631.0
1.000 623.3
0.618 618.5
HIGH 610.8
0.618 606.0
0.500 604.5
0.382 603.0
LOW 598.0
0.618 590.3
1.000 585.5
1.618 577.8
2.618 565.0
4.250 544.5
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 606.3 619.0
PP 605.3 615.3
S1 604.5 611.3

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

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