ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 614.1 616.4 2.3 0.4% 647.3
High 616.0 616.4 0.4 0.1% 656.9
Low 604.2 606.2 2.0 0.3% 604.2
Close 611.9 606.1 -5.8 -0.9% 606.1
Range 11.8 10.2 -1.6 -13.6% 52.7
ATR 15.5 15.1 -0.4 -2.4% 0.0
Volume 58 550 492 848.3% 782
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 640.3 633.3 611.8
R3 630.0 623.3 609.0
R2 619.8 619.8 608.0
R1 613.0 613.0 607.0 611.3
PP 609.5 609.5 609.5 608.8
S1 602.8 602.8 605.3 601.0
S2 599.3 599.3 604.3
S3 589.3 592.5 603.3
S4 579.0 582.3 600.5
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 780.5 746.0 635.0
R3 727.8 693.3 620.5
R2 675.0 675.0 615.8
R1 640.5 640.5 611.0 631.5
PP 622.5 622.5 622.5 617.8
S1 588.0 588.0 601.3 578.8
S2 569.8 569.8 596.5
S3 517.0 535.3 591.5
S4 464.3 482.5 577.0
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 8.7% 14.5 2.4% 4% False False 156
10 661.2 604.2 57.0 9.4% 12.8 2.1% 3% False False 301
20 667.5 598.1 69.4 11.5% 14.3 2.4% 12% False False 272
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 659.8
2.618 643.0
1.618 633.0
1.000 626.5
0.618 622.8
HIGH 616.5
0.618 612.5
0.500 611.3
0.382 610.0
LOW 606.3
0.618 600.0
1.000 596.0
1.618 589.8
2.618 579.5
4.250 562.8
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 611.3 620.5
PP 609.5 615.8
S1 607.8 611.0

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

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