ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 639.2 656.0 16.8 2.6% 649.5
High 651.1 661.2 10.1 1.6% 667.5
Low 638.4 654.2 15.8 2.5% 636.1
Close 647.2 656.9 9.7 1.5% 647.2
Range 12.7 7.0 -5.7 -44.9% 31.4
ATR 15.2 15.1 -0.1 -0.6% 0.0
Volume 529 91 -438 -82.8% 1,085
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 678.5 674.8 660.8
R3 671.5 667.8 658.8
R2 664.5 664.5 658.3
R1 660.8 660.8 657.5 662.5
PP 657.5 657.5 657.5 658.5
S1 653.8 653.8 656.3 655.5
S2 650.5 650.5 655.5
S3 643.5 646.8 655.0
S4 636.5 639.8 653.0
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 744.5 727.3 664.5
R3 713.0 695.8 655.8
R2 681.8 681.8 653.0
R1 664.5 664.5 650.0 657.3
PP 650.3 650.3 650.3 646.8
S1 633.0 633.0 644.3 626.0
S2 618.8 618.8 641.5
S3 587.5 601.8 638.5
S4 556.0 570.3 630.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.5 636.1 31.4 4.8% 11.8 1.8% 66% False False 204
10 667.5 599.4 68.1 10.4% 15.3 2.3% 84% False False 206
20 667.5 582.6 84.9 12.9% 15.8 2.4% 88% False False 554
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 2.1
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 691.0
2.618 679.5
1.618 672.5
1.000 668.3
0.618 665.5
HIGH 661.3
0.618 658.5
0.500 657.8
0.382 656.8
LOW 654.3
0.618 649.8
1.000 647.3
1.618 642.8
2.618 635.8
4.250 624.5
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 657.8 654.3
PP 657.5 651.5
S1 657.3 648.8

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

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