ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 604.7 619.2 14.5 2.4% 621.8
High 621.2 623.1 1.9 0.3% 643.1
Low 599.4 609.2 9.8 1.6% 604.8
Close 620.2 609.2 -11.0 -1.8% 606.1
Range 21.8 13.9 -7.9 -36.2% 38.3
ATR 15.2 15.1 -0.1 -0.6% 0.0
Volume 179 262 83 46.4% 2,515
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 655.5 646.3 616.8
R3 641.8 632.3 613.0
R2 627.8 627.8 611.8
R1 618.5 618.5 610.5 616.3
PP 613.8 613.8 613.8 612.8
S1 604.5 604.5 608.0 602.3
S2 600.0 600.0 606.8
S3 586.0 590.8 605.5
S4 572.3 576.8 601.5
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
5 640.1 598.1 42.0 6.9% 18.0 2.9% 26% False False 251
10 643.1 598.1 45.0 7.4% 15.0 2.5% 25% False False 457
20 645.8 582.6 63.2 10.4% 15.5 2.5% 42% False False 607
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 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 682.3
2.618 659.5
1.618 645.5
1.000 637.0
0.618 631.8
HIGH 623.0
0.618 617.8
0.500 616.3
0.382 614.5
LOW 609.3
0.618 600.5
1.000 595.3
1.618 586.8
2.618 572.8
4.250 550.0
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 616.3 610.5
PP 613.8 610.3
S1 611.5 609.8

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

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