ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 630.2 649.5 19.3 3.1% 605.9
High 646.7 661.1 14.4 2.2% 646.7
Low 627.5 645.9 18.4 2.9% 598.1
Close 647.3 660.9 13.6 2.1% 647.3
Range 19.2 15.2 -4.0 -20.8% 48.6
ATR 16.0 15.9 -0.1 -0.3% 0.0
Volume 346 153 -193 -55.8% 1,351
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 701.5 696.5 669.3
R3 686.3 681.3 665.0
R2 671.3 671.3 663.8
R1 666.0 666.0 662.3 668.5
PP 656.0 656.0 656.0 657.3
S1 650.8 650.8 659.5 653.5
S2 640.8 640.8 658.0
S3 625.5 635.8 656.8
S4 610.3 620.5 652.5
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 776.5 760.5 674.0
R3 728.0 712.0 660.8
R2 679.3 679.3 656.3
R1 663.3 663.3 651.8 671.3
PP 630.8 630.8 630.8 634.8
S1 614.8 614.8 642.8 622.8
S2 582.0 582.0 638.5
S3 533.5 566.0 634.0
S4 485.0 517.5 620.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661.1 599.4 61.7 9.3% 18.8 2.8% 100% True False 208
10 661.1 598.1 63.0 9.5% 17.5 2.7% 100% True False 233
20 661.1 582.6 78.5 11.9% 16.8 2.5% 100% True False 604
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 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 725.8
2.618 701.0
1.618 685.8
1.000 676.3
0.618 670.5
HIGH 661.0
0.618 655.3
0.500 653.5
0.382 651.8
LOW 646.0
0.618 636.5
1.000 630.8
1.618 621.3
2.618 606.0
4.250 581.3
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 658.5 652.3
PP 656.0 643.5
S1 653.5 634.8

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

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