ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 649.1 645.4 -3.7 -0.6% 641.4
High 652.7 652.1 -0.6 -0.1% 643.4
Low 644.2 639.7 -4.5 -0.7% 625.3
Close 647.5 650.9 3.4 0.5% 633.5
Range 8.5 12.4 3.9 45.9% 18.1
ATR 13.8 13.7 -0.1 -0.7% 0.0
Volume 200,211 184,803 -15,408 -7.7% 349,993
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 684.8 680.3 657.8
R3 672.3 667.8 654.3
R2 660.0 660.0 653.3
R1 655.5 655.5 652.0 657.8
PP 647.5 647.5 647.5 648.8
S1 643.0 643.0 649.8 645.3
S2 635.3 635.3 648.8
S3 622.8 630.8 647.5
S4 610.3 618.3 644.0
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
5 652.7 626.9 25.8 4.0% 11.8 1.8% 93% False False 178,604
10 652.7 619.1 33.6 5.2% 11.3 1.7% 95% False False 93,929
20 652.7 585.3 67.4 10.4% 13.8 2.1% 97% False False 47,199
40 667.5 585.3 82.2 12.6% 13.8 2.1% 80% False False 23,721
60 667.5 582.6 84.9 13.0% 14.3 2.2% 80% False False 16,017
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 704.8
2.618 684.5
1.618 672.3
1.000 664.5
0.618 659.8
HIGH 652.0
0.618 647.3
0.500 646.0
0.382 644.5
LOW 639.8
0.618 632.0
1.000 627.3
1.618 619.8
2.618 607.3
4.250 587.0
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 649.3 648.8
PP 647.5 646.5
S1 646.0 644.3

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

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