ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 654.4 647.3 -7.1 -1.1% 656.0
High 654.4 656.9 2.5 0.4% 661.2
Low 634.8 647.2 12.4 2.0% 634.8
Close 647.5 656.1 8.6 1.3% 647.5
Range 19.6 9.7 -9.9 -50.5% 26.4
ATR 14.4 14.1 -0.3 -2.3% 0.0
Volume 268 0 -268 -100.0% 2,228
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 682.5 679.0 661.5
R3 672.8 669.3 658.8
R2 663.0 663.0 658.0
R1 659.5 659.5 657.0 661.3
PP 653.5 653.5 653.5 654.3
S1 650.0 650.0 655.3 651.8
S2 643.8 643.8 654.3
S3 634.0 640.3 653.5
S4 624.3 630.5 650.8
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 727.0 713.8 662.0
R3 700.8 687.3 654.8
R2 674.3 674.3 652.3
R1 660.8 660.8 650.0 654.3
PP 647.8 647.8 647.8 644.5
S1 634.5 634.5 645.0 628.0
S2 621.5 621.5 642.8
S3 595.0 608.0 640.3
S4 568.8 581.8 633.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661.2 634.8 26.4 4.0% 11.8 1.8% 81% False False 427
10 667.5 634.8 32.7 5.0% 11.8 1.8% 65% False False 316
20 667.5 598.1 69.4 10.6% 14.5 2.2% 84% False False 274
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 698.0
2.618 682.3
1.618 672.5
1.000 666.5
0.618 663.0
HIGH 657.0
0.618 653.3
0.500 652.0
0.382 651.0
LOW 647.3
0.618 641.3
1.000 637.5
1.618 631.5
2.618 621.8
4.250 606.0
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 654.8 653.3
PP 653.5 650.3
S1 652.0 647.5

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

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