ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 601.3 603.8 2.5 0.4% 610.7
High 608.0 626.2 18.2 3.0% 617.9
Low 594.8 603.7 8.9 1.5% 586.4
Close 601.6 623.9 22.3 3.7% 617.0
Range 13.2 22.5 9.3 70.5% 31.5
ATR 17.8 18.3 0.5 2.7% 0.0
Volume 178,551 172,368 -6,183 -3.5% 798,917
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 685.5 677.3 636.3
R3 663.0 654.8 630.0
R2 640.5 640.5 628.0
R1 632.3 632.3 626.0 636.3
PP 618.0 618.0 618.0 620.0
S1 609.8 609.8 621.8 613.8
S2 595.5 595.5 619.8
S3 573.0 587.3 617.8
S4 550.5 564.8 611.5
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
5 626.2 594.0 32.2 5.2% 19.5 3.1% 93% True False 159,976
10 628.9 586.4 42.5 6.8% 18.3 2.9% 88% False False 159,170
20 664.6 586.4 78.2 12.5% 17.8 2.9% 48% False False 151,971
40 671.5 586.4 85.1 13.6% 17.8 2.9% 44% False False 153,015
60 676.0 584.3 91.7 14.7% 18.5 2.9% 43% False False 152,334
80 717.0 584.3 132.7 21.3% 19.3 3.1% 30% False False 114,448
100 742.0 584.3 157.7 25.3% 18.8 3.0% 25% False False 91,599
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 5.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 721.8
2.618 685.0
1.618 662.5
1.000 648.8
0.618 640.0
HIGH 626.3
0.618 617.5
0.500 615.0
0.382 612.3
LOW 603.8
0.618 589.8
1.000 581.3
1.618 567.3
2.618 544.8
4.250 508.0
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 621.0 619.5
PP 618.0 615.0
S1 615.0 610.5

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

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