ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 660.3 650.8 -9.5 -1.4% 605.9
High 661.2 650.8 -10.4 -1.6% 646.7
Low 645.8 636.1 -9.7 -1.5% 598.1
Close 647.5 645.3 -2.2 -0.3% 647.3
Range 15.4 14.7 -0.7 -4.5% 48.6
ATR 15.4 15.4 -0.1 -0.3% 0.0
Volume 87 89 2 2.3% 1,351
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 688.3 681.5 653.5
R3 673.5 666.8 649.3
R2 658.8 658.8 648.0
R1 652.0 652.0 646.8 648.0
PP 644.0 644.0 644.0 642.0
S1 637.3 637.3 644.0 633.3
S2 629.3 629.3 642.5
S3 614.8 622.8 641.3
S4 600.0 608.0 637.3
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
5 667.5 627.5 40.0 6.2% 14.8 2.3% 45% False False 180
10 667.5 598.1 69.4 10.8% 16.8 2.6% 68% False False 209
20 667.5 582.6 84.9 13.2% 15.8 2.4% 74% False False 524
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 713.3
2.618 689.3
1.618 674.5
1.000 665.5
0.618 660.0
HIGH 650.8
0.618 645.3
0.500 643.5
0.382 641.8
LOW 636.0
0.618 627.0
1.000 621.5
1.618 612.3
2.618 597.5
4.250 573.5
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 644.8 651.8
PP 644.0 649.8
S1 643.5 647.5

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

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