ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 645.8 665.5 19.7 3.1% 636.0
High 668.4 670.8 2.4 0.4% 655.3
Low 645.3 661.6 16.3 2.5% 636.0
Close 665.1 662.8 -2.3 -0.3% 647.7
Range 23.1 9.2 -13.9 -60.2% 19.3
ATR 14.4 14.0 -0.4 -2.6% 0.0
Volume 141,293 135,969 -5,324 -3.8% 890,023
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 692.8 687.0 667.8
R3 683.5 677.8 665.3
R2 674.3 674.3 664.5
R1 668.5 668.5 663.8 666.8
PP 665.0 665.0 665.0 664.3
S1 659.3 659.3 662.0 657.5
S2 655.8 655.8 661.0
S3 646.8 650.3 660.3
S4 637.5 641.0 657.8
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
5 670.8 638.9 31.9 4.8% 14.5 2.2% 75% True False 152,825
10 670.8 626.0 44.8 6.8% 13.0 1.9% 82% True False 151,679
20 670.8 586.5 84.3 12.7% 13.8 2.1% 91% True False 76,107
40 670.8 585.3 85.5 12.9% 13.5 2.0% 91% True False 38,184
60 670.8 582.6 88.2 13.3% 14.3 2.2% 91% True False 25,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 710.0
2.618 695.0
1.618 685.8
1.000 680.0
0.618 676.5
HIGH 670.8
0.618 667.3
0.500 666.3
0.382 665.0
LOW 661.5
0.618 656.0
1.000 652.5
1.618 646.8
2.618 637.5
4.250 622.5
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 666.3 660.3
PP 665.0 657.5
S1 664.0 654.8

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

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