ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 597.5 593.5 -4.0 -0.7% 602.0
High 599.3 601.4 2.1 0.4% 629.8
Low 585.3 586.5 1.2 0.2% 597.3
Close 592.3 601.5 9.2 1.6% 608.1
Range 14.0 14.9 0.9 6.4% 32.5
ATR 14.5 14.6 0.0 0.2% 0.0
Volume 214 522 308 143.9% 768
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 641.3 636.3 609.8
R3 626.3 621.3 605.5
R2 611.3 611.3 604.3
R1 606.5 606.5 602.8 609.0
PP 596.5 596.5 596.5 597.8
S1 591.5 591.5 600.3 594.0
S2 581.5 581.5 598.8
S3 566.8 576.8 597.5
S4 551.8 561.8 593.3
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
5 623.3 585.3 38.0 6.3% 14.5 2.4% 43% False False 335
10 629.8 585.3 44.5 7.4% 12.8 2.1% 36% False False 262
20 661.2 585.3 75.9 12.6% 13.0 2.2% 21% False False 282
40 667.5 582.6 84.9 14.1% 14.5 2.4% 22% False False 407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 664.8
2.618 640.5
1.618 625.5
1.000 616.3
0.618 610.5
HIGH 601.5
0.618 595.8
0.500 594.0
0.382 592.3
LOW 586.5
0.618 577.3
1.000 571.5
1.618 562.5
2.618 547.5
4.250 523.3
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 599.0 601.0
PP 596.5 600.5
S1 594.0 600.0

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

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