ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 631.5 631.6 0.1 0.0% 641.4
High 642.1 637.7 -4.4 -0.7% 643.4
Low 626.9 630.0 3.1 0.5% 625.3
Close 631.5 633.5 2.0 0.3% 633.5
Range 15.2 7.7 -7.5 -49.3% 18.1
ATR 14.4 13.9 -0.5 -3.3% 0.0
Volume 125,667 179,390 53,723 42.8% 349,993
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 656.8 652.8 637.8
R3 649.3 645.3 635.5
R2 641.5 641.5 635.0
R1 637.5 637.5 634.3 639.5
PP 633.8 633.8 633.8 634.8
S1 629.8 629.8 632.8 631.8
S2 626.0 626.0 632.0
S3 618.3 622.0 631.5
S4 610.8 614.3 629.3
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 688.3 679.0 643.5
R3 670.3 661.0 638.5
R2 652.3 652.3 636.8
R1 642.8 642.8 635.3 638.5
PP 634.0 634.0 634.0 632.0
S1 624.8 624.8 631.8 620.3
S2 616.0 616.0 630.3
S3 597.8 606.8 628.5
S4 579.8 588.5 623.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.4 625.3 18.1 2.9% 10.8 1.7% 45% False False 69,998
10 643.4 592.3 51.1 8.1% 13.5 2.1% 81% False False 35,354
20 643.4 585.3 58.1 9.2% 13.8 2.2% 83% False False 17,818
40 667.5 585.3 82.2 13.0% 14.0 2.2% 59% False False 9,045
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 670.5
2.618 657.8
1.618 650.3
1.000 645.5
0.618 642.5
HIGH 637.8
0.618 634.8
0.500 633.8
0.382 633.0
LOW 630.0
0.618 625.3
1.000 622.3
1.618 617.5
2.618 609.8
4.250 597.3
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 633.8 634.0
PP 633.8 633.8
S1 633.5 633.8

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

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