ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 672.7 675.3 2.6 0.4% 645.8
High 677.8 683.8 6.0 0.9% 670.8
Low 668.8 667.8 -1.0 -0.1% 644.6
Close 675.6 674.5 -1.1 -0.2% 667.5
Range 9.0 16.0 7.0 77.8% 26.2
ATR 14.4 14.5 0.1 0.8% 0.0
Volume 129,169 184,862 55,693 43.1% 686,522
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 723.3 715.0 683.3
R3 707.3 699.0 679.0
R2 691.3 691.3 677.5
R1 683.0 683.0 676.0 679.3
PP 675.3 675.3 675.3 673.5
S1 667.0 667.0 673.0 663.3
S2 659.3 659.3 671.5
S3 643.3 651.0 670.0
S4 627.3 635.0 665.8
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
5 683.8 645.6 38.2 5.7% 15.3 2.3% 76% True False 142,716
10 683.8 638.9 44.9 6.7% 15.8 2.3% 79% True False 142,407
20 683.8 625.3 58.5 8.7% 13.5 2.0% 84% True False 125,382
40 683.8 585.3 98.5 14.6% 14.3 2.1% 91% True False 62,872
60 683.8 585.3 98.5 14.6% 14.3 2.1% 91% True False 42,043
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 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 751.8
2.618 725.8
1.618 709.8
1.000 699.8
0.618 693.8
HIGH 683.8
0.618 677.8
0.500 675.8
0.382 674.0
LOW 667.8
0.618 658.0
1.000 651.8
1.618 642.0
2.618 626.0
4.250 599.8
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 675.8 673.0
PP 675.3 671.3
S1 675.0 669.8

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

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