ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 678.4 672.7 -5.7 -0.8% 660.0
High 681.9 672.7 -9.2 -1.3% 717.0
Low 662.5 633.7 -28.8 -4.3% 660.0
Close 670.3 637.7 -32.6 -4.9% 693.3
Range 19.4 39.0 19.6 101.0% 57.0
ATR 19.6 21.0 1.4 7.1% 0.0
Volume 158 255 97 61.4% 1,954
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 765.0 740.3 659.3
R3 726.0 701.3 648.5
R2 687.0 687.0 644.8
R1 662.3 662.3 641.3 655.3
PP 648.0 648.0 648.0 644.5
S1 623.3 623.3 634.0 616.3
S2 609.0 609.0 630.5
S3 570.0 584.3 627.0
S4 531.0 545.3 616.3
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 861.0 834.3 724.8
R3 804.0 777.3 709.0
R2 747.0 747.0 703.8
R1 720.3 720.3 698.5 733.8
PP 690.0 690.0 690.0 696.8
S1 663.3 663.3 688.0 676.8
S2 633.0 633.0 682.8
S3 576.0 606.3 677.5
S4 519.0 549.3 662.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.1 633.7 74.4 11.7% 26.0 4.1% 5% False True 376
10 717.0 633.7 83.3 13.1% 24.3 3.8% 5% False True 339
20 742.0 632.3 109.7 17.2% 21.8 3.4% 5% False False 288
40 742.0 632.3 109.7 17.2% 14.5 2.3% 5% False False 216
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 3.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 838.5
2.618 774.8
1.618 735.8
1.000 711.8
0.618 696.8
HIGH 672.8
0.618 657.8
0.500 653.3
0.382 648.5
LOW 633.8
0.618 609.5
1.000 594.8
1.618 570.5
2.618 531.5
4.250 468.0
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 653.3 667.3
PP 648.0 657.5
S1 642.8 647.5

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

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