ICE Russell 2000 Mini Future September 2010


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Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 598.7 616.2 17.5 2.9% 610.7
High 617.6 624.5 6.9 1.1% 617.9
Low 594.0 600.5 6.5 1.1% 586.4
Close 617.0 600.8 -16.2 -2.6% 617.0
Range 23.6 24.0 0.4 1.7% 31.5
ATR 17.7 18.2 0.4 2.5% 0.0
Volume 177,780 119,960 -57,820 -32.5% 798,917
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 680.5 664.8 614.0
R3 656.5 640.8 607.5
R2 632.5 632.5 605.3
R1 616.8 616.8 603.0 612.8
PP 608.5 608.5 608.5 606.5
S1 592.8 592.8 598.5 588.8
S2 584.5 584.5 596.5
S3 560.5 568.8 594.3
S4 536.5 544.8 587.5
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 701.5 690.8 634.3
R3 670.0 659.3 625.8
R2 638.5 638.5 622.8
R1 627.8 627.8 620.0 633.3
PP 607.0 607.0 607.0 609.8
S1 596.3 596.3 614.0 601.8
S2 575.5 575.5 611.3
S3 544.0 564.8 608.3
S4 512.5 533.3 599.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.5 586.4 38.1 6.3% 19.3 3.2% 38% True False 157,667
10 633.0 586.4 46.6 7.8% 18.0 3.0% 31% False False 152,081
20 664.6 586.4 78.2 13.0% 17.3 2.9% 18% False False 146,701
40 671.5 584.3 87.2 14.5% 18.3 3.0% 19% False False 149,584
60 676.0 584.3 91.7 15.3% 18.5 3.1% 18% False False 146,577
80 717.0 584.3 132.7 22.1% 19.5 3.2% 12% False False 110,067
100 742.0 584.3 157.7 26.2% 18.5 3.1% 10% False False 88,094
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 5.4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 726.5
2.618 687.3
1.618 663.3
1.000 648.5
0.618 639.3
HIGH 624.5
0.618 615.3
0.500 612.5
0.382 609.8
LOW 600.5
0.618 585.8
1.000 576.5
1.618 561.8
2.618 537.8
4.250 498.5
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 612.5 609.3
PP 608.5 606.5
S1 604.8 603.5

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

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