ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 629.1 641.4 12.3 2.0% 616.8
High 640.8 643.4 2.6 0.4% 640.8
Low 628.1 641.3 13.2 2.1% 592.3
Close 640.5 640.5 0.0 0.0% 640.5
Range 12.7 2.1 -10.6 -83.5% 48.5
ATR 15.3 14.4 -0.9 -5.8% 0.0
Volume 174 419 245 140.8% 3,554
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 648.0 646.3 641.8
R3 646.0 644.3 641.0
R2 643.8 643.8 641.0
R1 642.3 642.3 640.8 642.0
PP 641.8 641.8 641.8 641.5
S1 640.0 640.0 640.3 639.8
S2 639.8 639.8 640.0
S3 637.5 638.0 640.0
S4 635.5 635.8 639.3
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
5 643.4 592.3 51.1 8.0% 11.8 1.9% 94% True False 613
10 643.4 585.3 58.1 9.1% 14.5 2.3% 95% True False 551
20 650.4 585.3 65.1 10.2% 14.3 2.2% 85% False False 378
40 667.5 585.3 82.2 12.8% 14.5 2.3% 67% False False 326
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 3.7
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 652.3
2.618 649.0
1.618 646.8
1.000 645.5
0.618 644.8
HIGH 643.5
0.618 642.5
0.500 642.3
0.382 642.0
LOW 641.3
0.618 640.0
1.000 639.3
1.618 638.0
2.618 635.8
4.250 632.5
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 642.3 637.5
PP 641.8 634.3
S1 641.0 631.3

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

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