ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 644.9 612.5 -32.4 -5.0% 650.8
High 644.9 620.3 -24.6 -3.8% 664.6
Low 610.3 605.9 -4.4 -0.7% 637.1
Close 617.4 614.4 -3.0 -0.5% 650.0
Range 34.6 14.4 -20.2 -58.4% 27.5
ATR 18.8 18.5 -0.3 -1.7% 0.0
Volume 203,526 159,222 -44,304 -21.8% 698,170
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 656.8 650.0 622.3
R3 642.3 635.5 618.3
R2 628.0 628.0 617.0
R1 621.3 621.3 615.8 624.5
PP 613.5 613.5 613.5 615.3
S1 606.8 606.8 613.0 610.3
S2 599.3 599.3 611.8
S3 584.8 592.3 610.5
S4 570.3 578.0 606.5
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 733.0 719.0 665.0
R3 705.5 691.5 657.5
R2 678.0 678.0 655.0
R1 664.0 664.0 652.5 657.3
PP 650.5 650.5 650.5 647.3
S1 636.5 636.5 647.5 629.8
S2 623.0 623.0 645.0
S3 595.5 609.0 642.5
S4 568.0 581.5 635.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 659.9 605.9 54.0 8.8% 20.0 3.3% 16% False True 157,738
10 664.6 605.9 58.7 9.6% 16.8 2.7% 14% False True 148,624
20 671.5 599.9 71.6 11.7% 18.5 3.0% 20% False False 154,170
40 676.0 584.3 91.7 14.9% 18.8 3.0% 33% False False 155,215
60 676.0 584.3 91.7 14.9% 19.5 3.2% 33% False False 116,818
80 742.0 584.3 157.7 25.7% 19.8 3.2% 19% False False 87,687
100 742.0 584.3 157.7 25.7% 17.3 2.8% 19% False False 70,180
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 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 681.5
2.618 658.0
1.618 643.5
1.000 634.8
0.618 629.3
HIGH 620.3
0.618 614.8
0.500 613.0
0.382 611.5
LOW 606.0
0.618 597.0
1.000 591.5
1.618 582.5
2.618 568.3
4.250 544.8
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 614.0 632.5
PP 613.5 626.5
S1 613.0 620.5

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

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