ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 645.4 650.6 5.2 0.8% 641.4
High 652.1 651.0 -1.1 -0.2% 643.4
Low 639.7 640.2 0.5 0.1% 625.3
Close 650.9 647.8 -3.1 -0.5% 633.5
Range 12.4 10.8 -1.6 -12.9% 18.1
ATR 13.7 13.5 -0.2 -1.5% 0.0
Volume 184,803 145,434 -39,369 -21.3% 349,993
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 678.8 674.0 653.8
R3 668.0 663.3 650.8
R2 657.3 657.3 649.8
R1 652.5 652.5 648.8 649.5
PP 646.3 646.3 646.3 644.8
S1 641.8 641.8 646.8 638.5
S2 635.5 635.5 645.8
S3 624.8 630.8 644.8
S4 614.0 620.0 641.8
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
5 652.7 630.0 22.7 3.5% 11.0 1.7% 78% False False 182,557
10 652.7 625.3 27.4 4.2% 11.3 1.7% 82% False False 108,356
20 652.7 585.3 67.4 10.4% 13.5 2.1% 93% False False 54,462
40 667.5 585.3 82.2 12.7% 13.3 2.1% 76% False False 27,355
60 667.5 582.6 84.9 13.1% 14.3 2.2% 77% False False 18,440
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697.0
2.618 679.3
1.618 668.5
1.000 661.8
0.618 657.8
HIGH 651.0
0.618 646.8
0.500 645.5
0.382 644.3
LOW 640.3
0.618 633.5
1.000 629.5
1.618 622.8
2.618 612.0
4.250 594.3
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 647.0 647.3
PP 646.3 646.8
S1 645.5 646.3

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

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