ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 668.0 665.8 -2.2 -0.3% 645.8
High 672.2 674.6 2.4 0.4% 670.8
Low 663.3 655.7 -7.6 -1.1% 644.6
Close 665.9 671.9 6.0 0.9% 667.5
Range 8.9 18.9 10.0 112.4% 26.2
ATR 14.5 14.8 0.3 2.2% 0.0
Volume 102,108 164,789 62,681 61.4% 686,522
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 724.0 717.0 682.3
R3 705.3 698.0 677.0
R2 686.3 686.3 675.3
R1 679.0 679.0 673.8 682.8
PP 667.5 667.5 667.5 669.3
S1 660.3 660.3 670.3 663.8
S2 648.5 648.5 668.5
S3 629.5 641.3 666.8
S4 610.8 622.5 661.5
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
5 674.6 644.6 30.0 4.5% 16.8 2.5% 91% True False 135,231
10 674.6 638.9 35.7 5.3% 15.5 2.3% 92% True False 144,028
20 674.6 601.3 73.3 10.9% 13.8 2.1% 96% True False 109,774
40 674.6 585.3 89.3 13.3% 14.0 2.1% 97% True False 55,061
60 674.6 582.6 92.0 13.7% 14.5 2.2% 97% True False 36,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 755.0
2.618 724.0
1.618 705.3
1.000 693.5
0.618 686.3
HIGH 674.5
0.618 667.5
0.500 665.3
0.382 663.0
LOW 655.8
0.618 644.0
1.000 636.8
1.618 625.0
2.618 606.3
4.250 575.5
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 669.8 668.0
PP 667.5 664.0
S1 665.3 660.0

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

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