ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 637.0 614.1 -22.9 -3.6% 656.0
High 637.0 616.0 -21.0 -3.3% 661.2
Low 608.6 604.2 -4.4 -0.7% 634.8
Close 614.9 611.9 -3.0 -0.5% 647.5
Range 28.4 11.8 -16.6 -58.5% 26.4
ATR 15.8 15.5 -0.3 -1.8% 0.0
Volume 70 58 -12 -17.1% 2,228
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 646.0 640.8 618.5
R3 634.3 629.0 615.3
R2 622.5 622.5 614.0
R1 617.3 617.3 613.0 614.0
PP 610.8 610.8 610.8 609.0
S1 605.5 605.5 610.8 602.3
S2 599.0 599.0 609.8
S3 587.0 593.5 608.8
S4 575.3 581.8 605.5
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
5 656.9 604.2 52.7 8.6% 16.5 2.7% 15% False True 100
10 661.2 604.2 57.0 9.3% 13.0 2.1% 14% False True 298
20 667.5 598.1 69.4 11.3% 15.0 2.4% 20% False False 253
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 1.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 666.3
2.618 647.0
1.618 635.0
1.000 627.8
0.618 623.3
HIGH 616.0
0.618 611.5
0.500 610.0
0.382 608.8
LOW 604.3
0.618 597.0
1.000 592.5
1.618 585.0
2.618 573.3
4.250 554.0
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 611.3 627.3
PP 610.8 622.3
S1 610.0 617.0

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

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