ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	630.2	649.5	19.3	3.1%	605.9
High	646.7	661.1	14.4	2.2%	646.7
Low	627.5	645.9	18.4	2.9%	598.1
Close	647.3	660.9	13.6	2.1%	647.3
Range	19.2	15.2	-4.0	-20.8%	48.6
ATR	16.0	15.9	-0.1	-0.3%	0.0
Volume	346	153	-193	-55.8%	1,351

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	701.5	696.5	669.3
R3	686.3	681.3	665.0
R2	671.3	671.3	663.8
R1	666.0	666.0	662.3	668.5
PP	656.0	656.0	656.0	657.3
S1	650.8	650.8	659.5	653.5
S2	640.8	640.8	658.0
S3	625.5	635.8	656.8
S4	610.3	620.5	652.5

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	776.5	760.5	674.0
R3	728.0	712.0	660.8
R2	679.3	679.3	656.3
R1	663.3	663.3	651.8	671.3
PP	630.8	630.8	630.8	634.8
S1	614.8	614.8	642.8	622.8
S2	582.0	582.0	638.5
S3	533.5	566.0	634.0
S4	485.0	517.5	620.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	661.1	599.4	61.7	9.3%	18.8	2.8%	100%	True	False	208
10	661.1	598.1	63.0	9.5%	17.5	2.7%	100%	True	False	233
20	661.1	582.6	78.5	11.9%	16.8	2.5%	100%	True	False	604

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	2.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	725.8
2.618	701.0
1.618	685.8
1.000	676.3
0.618	670.5
HIGH	661.0
0.618	655.3
0.500	653.5
0.382	651.8
LOW	646.0
0.618	636.5
1.000	630.8
1.618	621.3
2.618	606.0
4.250	581.3

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	658.5	652.3
PP	656.0	643.5
S1	653.5	634.8

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