ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 656.6 646.3 -10.3 -1.6% 645.8
High 659.8 669.0 9.2 1.4% 670.8
Low 644.6 645.6 1.0 0.2% 644.6
Close 647.3 667.5 20.2 3.1% 667.5
Range 15.2 23.4 8.2 53.9% 26.2
ATR 14.3 14.9 0.7 4.6% 0.0
Volume 140,948 132,652 -8,296 -5.9% 686,522
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 731.0 722.5 680.3
R3 707.5 699.3 674.0
R2 684.0 684.0 671.8
R1 675.8 675.8 669.8 680.0
PP 660.8 660.8 660.8 662.8
S1 652.5 652.5 665.3 656.5
S2 637.3 637.3 663.3
S3 614.0 629.0 661.0
S4 590.5 605.5 654.8
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 739.5 729.8 682.0
R3 713.3 703.5 674.8
R2 687.3 687.3 672.3
R1 677.3 677.3 670.0 682.3
PP 661.0 661.0 661.0 663.5
S1 651.3 651.3 665.0 656.0
S2 634.8 634.8 662.8
S3 608.5 625.0 660.3
S4 582.3 598.8 653.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 670.8 644.6 26.2 3.9% 17.5 2.6% 87% False False 137,304
10 670.8 636.0 34.8 5.2% 15.0 2.3% 91% False False 157,654
20 670.8 592.3 78.5 11.8% 14.3 2.1% 96% False False 96,504
40 670.8 585.3 85.5 12.8% 13.8 2.1% 96% False False 48,398
60 670.8 582.6 88.2 13.2% 14.3 2.2% 96% False False 32,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 768.5
2.618 730.3
1.618 706.8
1.000 692.5
0.618 683.5
HIGH 669.0
0.618 660.0
0.500 657.3
0.382 654.5
LOW 645.5
0.618 631.3
1.000 622.3
1.618 607.8
2.618 584.3
4.250 546.3
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 664.0 664.0
PP 660.8 660.3
S1 657.3 656.8

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

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