ICE Russell 2000 Mini Future September 2010


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Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 616.2 601.3 -14.9 -2.4% 610.7
High 624.5 608.0 -16.5 -2.6% 617.9
Low 600.5 594.8 -5.7 -0.9% 586.4
Close 600.8 601.6 0.8 0.1% 617.0
Range 24.0 13.2 -10.8 -45.0% 31.5
ATR 18.2 17.8 -0.4 -2.0% 0.0
Volume 119,960 178,551 58,591 48.8% 798,917
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 641.0 634.5 608.8
R3 627.8 621.3 605.3
R2 614.8 614.8 604.0
R1 608.3 608.3 602.8 611.5
PP 601.5 601.5 601.5 603.0
S1 595.0 595.0 600.5 598.3
S2 588.3 588.3 599.3
S3 575.0 581.8 598.0
S4 561.8 568.5 594.3
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
5 624.5 586.7 37.8 6.3% 18.8 3.1% 39% False False 157,854
10 633.0 586.4 46.6 7.7% 17.5 2.9% 33% False False 155,508
20 664.6 586.4 78.2 13.0% 17.3 2.9% 19% False False 149,201
40 671.5 584.3 87.2 14.5% 18.0 3.0% 20% False False 153,982
60 676.0 584.3 91.7 15.2% 18.3 3.0% 19% False False 149,538
80 717.0 584.3 132.7 22.1% 19.3 3.2% 13% False False 112,296
100 742.0 584.3 157.7 26.2% 18.8 3.1% 11% False False 89,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.9
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 664.0
2.618 642.5
1.618 629.3
1.000 621.3
0.618 616.3
HIGH 608.0
0.618 603.0
0.500 601.5
0.382 599.8
LOW 594.8
0.618 586.8
1.000 581.5
1.618 573.5
2.618 560.3
4.250 538.8
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 601.5 609.3
PP 601.5 606.8
S1 601.5 604.3

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

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