ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 610.0 597.5 -12.5 -2.0% 602.0
High 614.6 599.3 -15.3 -2.5% 629.8
Low 598.4 585.3 -13.1 -2.2% 597.3
Close 599.4 592.3 -7.1 -1.2% 608.1
Range 16.2 14.0 -2.2 -13.6% 32.5
ATR 14.6 14.5 0.0 -0.2% 0.0
Volume 514 214 -300 -58.4% 768
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 634.3 627.3 600.0
R3 620.3 613.3 596.3
R2 606.3 606.3 594.8
R1 599.3 599.3 593.5 595.8
PP 592.3 592.3 592.3 590.5
S1 585.3 585.3 591.0 581.8
S2 578.3 578.3 589.8
S3 564.3 571.3 588.5
S4 550.3 557.3 584.5
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 709.3 691.3 626.0
R3 676.8 658.8 617.0
R2 644.3 644.3 614.0
R1 626.3 626.3 611.0 635.3
PP 611.8 611.8 611.8 616.3
S1 593.8 593.8 605.0 602.8
S2 579.3 579.3 602.3
S3 546.8 561.3 599.3
S4 514.3 528.8 590.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.8 585.3 44.5 7.5% 13.8 2.3% 16% False True 242
10 637.0 585.3 51.7 8.7% 14.3 2.4% 14% False True 217
20 661.2 585.3 75.9 12.8% 13.3 2.2% 9% False True 260
40 667.5 582.6 84.9 14.3% 14.5 2.4% 11% False False 403
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 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 658.8
2.618 636.0
1.618 622.0
1.000 613.3
0.618 608.0
HIGH 599.3
0.618 594.0
0.500 592.3
0.382 590.8
LOW 585.3
0.618 576.8
1.000 571.3
1.618 562.8
2.618 548.8
4.250 525.8
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 592.3 600.0
PP 592.3 597.5
S1 592.3 594.8

Download as Excel Spreadsheet

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

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