ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 605.1 620.6 15.5 2.6% 610.0
High 622.2 630.0 7.8 1.3% 614.6
Low 601.3 619.1 17.8 3.0% 585.3
Close 621.4 629.3 7.9 1.3% 614.5
Range 20.9 10.9 -10.0 -47.8% 29.3
ATR 15.8 15.5 -0.4 -2.2% 0.0
Volume 722 1,165 443 61.4% 2,055
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 658.8 655.0 635.3
R3 648.0 644.0 632.3
R2 637.0 637.0 631.3
R1 633.3 633.3 630.3 635.0
PP 626.3 626.3 626.3 627.0
S1 622.3 622.3 628.3 624.3
S2 615.3 615.3 627.3
S3 604.3 611.3 626.3
S4 593.5 600.5 623.3
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
5 630.0 592.3 37.7 6.0% 17.8 2.8% 98% True False 714
10 630.0 585.3 44.7 7.1% 15.8 2.5% 98% True False 567
20 656.9 585.3 71.6 11.4% 15.0 2.4% 61% False False 362
40 667.5 585.3 82.2 13.1% 14.8 2.3% 54% False False 374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 676.3
2.618 658.5
1.618 647.8
1.000 641.0
0.618 636.8
HIGH 630.0
0.618 625.8
0.500 624.5
0.382 623.3
LOW 619.0
0.618 612.3
1.000 608.3
1.618 601.5
2.618 590.5
4.250 572.8
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 627.8 623.3
PP 626.3 617.3
S1 624.5 611.3

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

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