ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 665.8 672.7 6.9 1.0% 645.8
High 674.6 677.8 3.2 0.5% 670.8
Low 655.7 668.8 13.1 2.0% 644.6
Close 671.9 675.6 3.7 0.6% 667.5
Range 18.9 9.0 -9.9 -52.4% 26.2
ATR 14.8 14.4 -0.4 -2.8% 0.0
Volume 164,789 129,169 -35,620 -21.6% 686,522
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 701.0 697.3 680.5
R3 692.0 688.3 678.0
R2 683.0 683.0 677.3
R1 679.3 679.3 676.5 681.3
PP 674.0 674.0 674.0 675.0
S1 670.3 670.3 674.8 672.3
S2 665.0 665.0 674.0
S3 656.0 661.3 673.0
S4 647.0 652.3 670.8
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
5 677.8 644.6 33.2 4.9% 15.0 2.2% 93% True False 133,933
10 677.8 638.9 38.9 5.8% 15.3 2.2% 94% True False 138,464
20 677.8 619.1 58.7 8.7% 13.3 2.0% 96% True False 116,197
40 677.8 585.3 92.5 13.7% 14.0 2.1% 98% True False 58,268
60 677.8 585.3 92.5 13.7% 14.3 2.1% 98% True False 38,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 716.0
2.618 701.3
1.618 692.3
1.000 686.8
0.618 683.3
HIGH 677.8
0.618 674.3
0.500 673.3
0.382 672.3
LOW 668.8
0.618 663.3
1.000 659.8
1.618 654.3
2.618 645.3
4.250 630.5
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 674.8 672.8
PP 674.0 669.8
S1 673.3 666.8

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

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