ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 619.6 620.2 0.6 0.1% 647.3
High 629.8 623.3 -6.5 -1.0% 656.9
Low 619.1 606.1 -13.0 -2.1% 604.2
Close 619.2 607.4 -11.8 -1.9% 606.1
Range 10.7 17.2 6.5 60.7% 52.7
ATR 14.5 14.7 0.2 1.3% 0.0
Volume 59 182 123 208.5% 782
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 663.8 652.8 616.8
R3 646.8 635.8 612.3
R2 629.5 629.5 610.5
R1 618.5 618.5 609.0 615.3
PP 612.3 612.3 612.3 610.8
S1 601.3 601.3 605.8 598.3
S2 595.0 595.0 604.3
S3 577.8 584.0 602.8
S4 560.8 566.8 598.0
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
5 629.8 602.0 27.8 4.6% 12.3 2.0% 19% False False 215
10 656.9 602.0 54.9 9.0% 14.3 2.4% 10% False False 157
20 667.5 602.0 65.5 10.8% 13.3 2.2% 8% False False 248
40 667.5 582.6 84.9 14.0% 14.8 2.4% 29% False False 430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 696.5
2.618 668.3
1.618 651.3
1.000 640.5
0.618 634.0
HIGH 623.3
0.618 616.8
0.500 614.8
0.382 612.8
LOW 606.0
0.618 595.5
1.000 589.0
1.618 578.3
2.618 561.0
4.250 533.0
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 614.8 618.0
PP 612.3 614.5
S1 609.8 611.0

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

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