ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 602.0 615.5 13.5 2.2% 647.3
High 614.3 625.8 11.5 1.9% 656.9
Low 602.0 615.3 13.3 2.2% 604.2
Close 612.2 621.7 9.5 1.6% 606.1
Range 12.3 10.5 -1.8 -14.6% 52.7
ATR 14.9 14.8 -0.1 -0.6% 0.0
Volume 223 61 -162 -72.6% 782
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 652.5 647.5 627.5
R3 642.0 637.0 624.5
R2 631.5 631.5 623.5
R1 626.5 626.5 622.8 629.0
PP 621.0 621.0 621.0 622.3
S1 616.0 616.0 620.8 618.5
S2 610.5 610.5 619.8
S3 600.0 605.5 618.8
S4 589.5 595.0 616.0
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
5 637.0 602.0 35.0 5.6% 14.8 2.4% 56% False False 192
10 660.2 602.0 58.2 9.4% 13.3 2.1% 34% False False 292
20 667.5 602.0 65.5 10.5% 13.8 2.2% 30% False False 254
40 667.5 582.6 84.9 13.7% 14.5 2.3% 46% False False 424
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 0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 670.5
2.618 653.3
1.618 642.8
1.000 636.3
0.618 632.3
HIGH 625.8
0.618 621.8
0.500 620.5
0.382 619.3
LOW 615.3
0.618 608.8
1.000 604.8
1.618 598.3
2.618 587.8
4.250 570.8
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 621.3 619.0
PP 621.0 616.5
S1 620.5 614.0

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

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