ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 603.5 592.0 -11.5 -1.9% 642.7
High 612.0 612.2 0.2 0.0% 648.7
Low 592.5 584.7 -7.8 -1.3% 587.4
Close 594.9 589.6 -5.3 -0.9% 594.9
Range 19.5 27.5 8.0 41.0% 61.3
ATR 19.5 20.1 0.6 2.9% 0.0
Volume 235,537 2,644 -232,893 -98.9% 934,712
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 678.0 661.3 604.8
R3 650.5 633.8 597.3
R2 623.0 623.0 594.8
R1 606.3 606.3 592.0 601.0
PP 595.5 595.5 595.5 592.8
S1 578.8 578.8 587.0 573.5
S2 568.0 568.0 584.5
S3 540.5 551.3 582.0
S4 513.0 523.8 574.5
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 794.3 755.8 628.5
R3 733.0 694.5 611.8
R2 671.8 671.8 606.3
R1 633.3 633.3 600.5 621.8
PP 610.3 610.3 610.3 604.5
S1 572.0 572.0 589.3 560.5
S2 549.0 549.0 583.8
S3 487.8 510.8 578.0
S4 426.5 449.3 561.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.1 584.7 58.4 9.9% 24.0 4.1% 8% False True 151,869
10 667.1 584.7 82.4 14.0% 20.5 3.5% 6% False True 156,111
20 676.0 584.7 91.3 15.5% 19.0 3.2% 5% False True 140,651
40 717.0 584.7 132.3 22.4% 20.5 3.5% 4% False True 70,610
60 742.0 584.7 157.3 26.7% 19.3 3.3% 3% False True 47,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 729.0
2.618 684.3
1.618 656.8
1.000 639.8
0.618 629.3
HIGH 612.3
0.618 601.8
0.500 598.5
0.382 595.3
LOW 584.8
0.618 567.8
1.000 557.3
1.618 540.3
2.618 512.8
4.250 467.8
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 598.5 598.5
PP 595.5 595.5
S1 592.5 592.5

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

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