ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 650.6 648.9 -1.7 -0.3% 636.0
High 651.0 655.3 4.3 0.7% 655.3
Low 640.2 638.9 -1.3 -0.2% 636.0
Close 647.8 647.7 -0.1 0.0% 647.7
Range 10.8 16.4 5.6 51.9% 19.3
ATR 13.5 13.7 0.2 1.5% 0.0
Volume 145,434 156,626 11,192 7.7% 890,023
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 696.5 688.5 656.8
R3 680.0 672.0 652.3
R2 663.8 663.8 650.8
R1 655.8 655.8 649.3 651.5
PP 647.3 647.3 647.3 645.3
S1 639.3 639.3 646.3 635.0
S2 631.0 631.0 644.8
S3 614.5 623.0 643.3
S4 598.0 606.5 638.8
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 704.3 695.3 658.3
R3 685.0 676.0 653.0
R2 665.8 665.8 651.3
R1 656.8 656.8 649.5 661.3
PP 646.3 646.3 646.3 648.5
S1 637.3 637.3 646.0 641.8
S2 627.0 627.0 644.3
S3 607.8 618.0 642.5
S4 588.5 598.8 637.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.3 636.0 19.3 3.0% 12.8 2.0% 61% True False 178,004
10 655.3 625.3 30.0 4.6% 11.8 1.8% 75% True False 124,001
20 655.3 585.3 70.0 10.8% 13.8 2.1% 89% True False 62,281
40 667.5 585.3 82.2 12.7% 13.3 2.1% 76% False False 31,262
60 667.5 582.6 84.9 13.1% 14.5 2.2% 77% False False 21,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 725.0
2.618 698.3
1.618 681.8
1.000 671.8
0.618 665.5
HIGH 655.3
0.618 649.0
0.500 647.0
0.382 645.3
LOW 639.0
0.618 628.8
1.000 622.5
1.618 612.3
2.618 596.0
4.250 569.3
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 647.5 647.5
PP 647.3 647.3
S1 647.0 647.0

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

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