ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 650.8 639.2 -11.6 -1.8% 649.5
High 650.8 651.1 0.3 0.0% 667.5
Low 636.1 638.4 2.3 0.4% 636.1
Close 645.3 647.2 1.9 0.3% 647.2
Range 14.7 12.7 -2.0 -13.6% 31.4
ATR 15.4 15.2 -0.2 -1.2% 0.0
Volume 89 529 440 494.4% 1,085
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 683.8 678.3 654.3
R3 671.0 665.5 650.8
R2 658.3 658.3 649.5
R1 652.8 652.8 648.3 655.5
PP 645.5 645.5 645.5 647.0
S1 640.0 640.0 646.0 642.8
S2 632.8 632.8 644.8
S3 620.3 627.3 643.8
S4 607.5 614.8 640.3
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 744.5 727.3 664.5
R3 713.0 695.8 655.8
R2 681.8 681.8 653.0
R1 664.5 664.5 650.0 657.3
PP 650.3 650.3 650.3 646.8
S1 633.0 633.0 644.3 626.0
S2 618.8 618.8 641.5
S3 587.5 601.8 638.5
S4 556.0 570.3 630.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.5 636.1 31.4 4.9% 13.5 2.1% 35% False False 217
10 667.5 598.1 69.4 10.7% 15.8 2.4% 71% False False 243
20 667.5 582.6 84.9 13.1% 15.5 2.4% 76% False False 549
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 3 trading days
Fibonacci Retracements and Extensions
4.250 705.0
2.618 684.3
1.618 671.8
1.000 663.8
0.618 659.0
HIGH 651.0
0.618 646.3
0.500 644.8
0.382 643.3
LOW 638.5
0.618 630.5
1.000 625.8
1.618 617.8
2.618 605.3
4.250 584.5
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 646.5 648.8
PP 645.5 648.3
S1 644.8 647.8

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

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