ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	628.4	605.9	-22.5	-3.6%	621.8
High	628.4	610.7	-17.7	-2.8%	643.1
Low	604.8	598.1	-6.7	-1.1%	604.8
Close	606.1	607.2	1.1	0.2%	606.1
Range	23.6	12.6	-11.0	-46.6%	38.3
ATR	14.9	14.7	-0.2	-1.1%	0.0
Volume	183	462	279	152.5%	2,515

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	643.3	637.8	614.3
R3	630.5	625.3	610.8
R2	618.0	618.0	609.5
R1	612.5	612.5	608.3	615.3
PP	605.3	605.3	605.3	606.8
S1	600.0	600.0	606.0	602.8
S2	592.8	592.8	605.0
S3	580.3	587.3	603.8
S4	567.5	574.8	600.3

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	733.0	707.8	627.3
R3	694.5	669.5	616.8
R2	656.3	656.3	613.0
R1	631.3	631.3	609.5	624.5
PP	618.0	618.0	618.0	614.8
S1	593.0	593.0	602.5	586.3
S2	579.8	579.8	599.0
S3	541.5	554.5	595.5
S4	503.0	516.3	585.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643.1	598.1	45.0	7.4%	16.5	2.7%	20%	False	True	259
10	643.1	582.6	60.5	10.0%	16.5	2.7%	41%	False	False	902

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	2.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	664.3
2.618	643.8
1.618	631.0
1.000	623.3
0.618	618.5
HIGH	610.8
0.618	606.0
0.500	604.5
0.382	603.0
LOW	598.0
0.618	590.3
1.000	585.5
1.618	577.8
2.618	565.0
4.250	544.5

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	606.3	619.0
PP	605.3	615.3
S1	604.5	611.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols