ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 639.0 628.0 -11.0 -1.7% 616.8
High 643.2 636.3 -6.9 -1.1% 640.8
Low 625.3 626.0 0.7 0.1% 592.3
Close 627.7 632.4 4.7 0.7% 640.5
Range 17.9 10.3 -7.6 -42.5% 48.5
ATR 14.6 14.3 -0.3 -2.1% 0.0
Volume 62 44,455 44,393 71,601.6% 3,554
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 662.5 657.8 638.0
R3 652.3 647.5 635.3
R2 641.8 641.8 634.3
R1 637.3 637.3 633.3 639.5
PP 631.5 631.5 631.5 632.8
S1 626.8 626.8 631.5 629.3
S2 621.3 621.3 630.5
S3 611.0 616.5 629.5
S4 600.8 606.3 626.8
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
5 643.4 619.1 24.3 3.8% 10.8 1.7% 55% False False 9,255
10 643.4 592.3 51.1 8.1% 14.5 2.3% 78% False False 4,929
20 643.4 585.3 58.1 9.2% 13.5 2.2% 81% False False 2,596
40 667.5 585.3 82.2 13.0% 14.5 2.3% 57% False False 1,427
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 663.3
1.618 653.0
1.000 646.5
0.618 642.8
HIGH 636.3
0.618 632.3
0.500 631.3
0.382 630.0
LOW 626.0
0.618 619.8
1.000 615.8
1.618 609.3
2.618 599.0
4.250 582.3
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 632.0 634.3
PP 631.5 633.8
S1 631.3 633.0

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

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