ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 610.6 610.7 0.1 0.0% 608.7
High 613.0 617.9 4.9 0.8% 633.0
Low 599.9 600.6 0.7 0.1% 599.9
Close 610.6 601.9 -8.7 -1.4% 610.6
Range 13.1 17.3 4.2 32.1% 33.1
ATR 17.6 17.6 0.0 -0.1% 0.0
Volume 136,443 130,540 -5,903 -4.3% 740,853
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 658.8 647.5 611.5
R3 641.5 630.3 606.8
R2 624.0 624.0 605.0
R1 613.0 613.0 603.5 610.0
PP 606.8 606.8 606.8 605.3
S1 595.8 595.8 600.3 592.5
S2 589.5 589.5 598.8
S3 572.3 578.5 597.3
S4 555.0 561.0 592.5
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 713.8 695.3 628.8
R3 680.8 662.3 619.8
R2 647.5 647.5 616.8
R1 629.0 629.0 613.8 638.3
PP 614.5 614.5 614.5 619.0
S1 596.0 596.0 607.5 605.3
S2 581.5 581.5 604.5
S3 548.3 563.0 601.5
S4 515.3 529.8 592.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 633.0 599.9 33.1 5.5% 16.8 2.8% 6% False False 146,494
10 659.0 599.9 59.1 9.8% 18.0 3.0% 3% False False 153,104
20 671.5 599.9 71.6 11.9% 16.8 2.8% 3% False False 146,179
40 671.5 584.3 87.2 14.5% 18.5 3.1% 20% False False 153,244
60 676.0 584.3 91.7 15.2% 18.5 3.1% 19% False False 133,499
80 727.3 584.3 143.0 23.8% 20.0 3.3% 12% False False 100,227
100 742.0 584.3 157.7 26.2% 18.0 3.0% 11% False False 80,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 691.5
2.618 663.3
1.618 646.0
1.000 635.3
0.618 628.5
HIGH 618.0
0.618 611.3
0.500 609.3
0.382 607.3
LOW 600.5
0.618 590.0
1.000 583.3
1.618 572.5
2.618 555.3
4.250 527.0
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 609.3 614.5
PP 606.8 610.3
S1 604.3 606.0

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

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