ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 649.5 665.2 15.7 2.4% 605.9
High 661.1 667.5 6.4 1.0% 646.7
Low 645.9 658.5 12.6 2.0% 598.1
Close 660.9 658.9 -2.0 -0.3% 647.3
Range 15.2 9.0 -6.2 -40.8% 48.6
ATR 15.9 15.4 -0.5 -3.1% 0.0
Volume 153 227 74 48.4% 1,351
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 688.8 682.8 663.8
R3 679.8 673.8 661.5
R2 670.8 670.8 660.5
R1 664.8 664.8 659.8 663.3
PP 661.8 661.8 661.8 660.8
S1 655.8 655.8 658.0 654.3
S2 652.8 652.8 657.3
S3 643.8 646.8 656.5
S4 634.8 637.8 654.0
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
5 667.5 608.2 59.3 9.0% 16.0 2.4% 85% True False 218
10 667.5 598.1 69.4 10.5% 16.5 2.5% 88% True False 237
20 667.5 582.6 84.9 12.9% 15.8 2.4% 90% True False 545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 2.4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 705.8
2.618 691.0
1.618 682.0
1.000 676.5
0.618 673.0
HIGH 667.5
0.618 664.0
0.500 663.0
0.382 662.0
LOW 658.5
0.618 653.0
1.000 649.5
1.618 644.0
2.618 635.0
4.250 620.3
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 663.0 655.0
PP 661.8 651.3
S1 660.3 647.5

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

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