ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 620.6 629.1 8.5 1.4% 616.8
High 630.0 640.8 10.8 1.7% 640.8
Low 619.1 628.1 9.0 1.5% 592.3
Close 629.3 640.5 11.2 1.8% 640.5
Range 10.9 12.7 1.8 16.5% 48.5
ATR 15.5 15.3 -0.2 -1.3% 0.0
Volume 1,165 174 -991 -85.1% 3,554
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 674.5 670.3 647.5
R3 661.8 657.5 644.0
R2 649.3 649.3 642.8
R1 644.8 644.8 641.8 647.0
PP 636.5 636.5 636.5 637.5
S1 632.3 632.3 639.3 634.3
S2 623.8 623.8 638.3
S3 611.0 619.5 637.0
S4 598.3 606.8 633.5
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 770.0 753.8 667.3
R3 721.5 705.3 653.8
R2 673.0 673.0 649.5
R1 656.8 656.8 645.0 665.0
PP 624.5 624.5 624.5 628.5
S1 608.3 608.3 636.0 616.5
S2 576.0 576.0 631.5
S3 527.5 559.8 627.3
S4 479.0 511.3 613.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640.8 592.3 48.5 7.6% 16.3 2.5% 99% True False 710
10 640.8 585.3 55.5 8.7% 15.8 2.5% 99% True False 560
20 656.9 585.3 71.6 11.2% 14.8 2.3% 77% False False 357
40 667.5 585.3 82.2 12.8% 14.8 2.3% 67% False False 358
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 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 694.8
2.618 674.0
1.618 661.3
1.000 653.5
0.618 648.8
HIGH 640.8
0.618 636.0
0.500 634.5
0.382 633.0
LOW 628.0
0.618 620.3
1.000 615.5
1.618 607.5
2.618 594.8
4.250 574.0
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 638.5 634.0
PP 636.5 627.5
S1 634.5 621.0

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

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