ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 616.8 599.3 -17.5 -2.8% 610.0
High 621.9 605.0 -16.9 -2.7% 614.6
Low 598.2 592.3 -5.9 -1.0% 585.3
Close 598.3 599.1 0.8 0.1% 614.5
Range 23.7 12.7 -11.0 -46.4% 29.3
ATR 15.5 15.3 -0.2 -1.3% 0.0
Volume 907 586 -321 -35.4% 2,055
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 637.0 630.8 606.0
R3 624.3 618.0 602.5
R2 611.5 611.5 601.5
R1 605.3 605.3 600.3 602.0
PP 598.8 598.8 598.8 597.3
S1 592.5 592.5 598.0 589.3
S2 586.0 586.0 596.8
S3 573.5 580.0 595.5
S4 560.8 567.3 592.0
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 692.8 683.0 630.5
R3 663.5 653.5 622.5
R2 634.0 634.0 619.8
R1 624.3 624.3 617.3 629.3
PP 604.8 604.8 604.8 607.3
S1 595.0 595.0 611.8 600.0
S2 575.5 575.5 609.3
S3 546.3 565.8 606.5
S4 517.0 536.5 598.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.9 586.5 35.4 5.9% 16.8 2.8% 36% False False 564
10 629.8 585.3 44.5 7.4% 15.3 2.5% 31% False False 403
20 660.2 585.3 74.9 12.5% 14.3 2.4% 18% False False 348
40 667.5 582.6 84.9 14.2% 14.8 2.5% 19% False False 458
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 3.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 659.0
2.618 638.3
1.618 625.5
1.000 617.8
0.618 612.8
HIGH 605.0
0.618 600.3
0.500 598.8
0.382 597.3
LOW 592.3
0.618 584.5
1.000 579.5
1.618 571.8
2.618 559.0
4.250 538.3
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 599.0 607.0
PP 598.8 604.5
S1 598.8 601.8

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

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