ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 656.0 655.4 -0.6 -0.1% 649.5
High 661.2 661.2 0.0 0.0% 667.5
Low 654.2 650.0 -4.2 -0.6% 636.1
Close 656.9 653.8 -3.1 -0.5% 647.2
Range 7.0 11.2 4.2 60.0% 31.4
ATR 15.1 14.8 -0.3 -1.8% 0.0
Volume 91 274 183 201.1% 1,085
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 688.5 682.5 660.0
R3 677.5 671.3 657.0
R2 666.3 666.3 655.8
R1 660.0 660.0 654.8 657.5
PP 655.0 655.0 655.0 653.8
S1 648.8 648.8 652.8 646.3
S2 643.8 643.8 651.8
S3 632.5 637.5 650.8
S4 621.5 626.5 647.8
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
5 661.2 636.1 25.1 3.8% 12.3 1.9% 71% True False 214
10 667.5 608.2 59.3 9.1% 14.3 2.2% 77% False False 216
20 667.5 582.6 84.9 13.0% 15.3 2.3% 84% False False 568
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708.8
2.618 690.5
1.618 679.3
1.000 672.5
0.618 668.0
HIGH 661.3
0.618 657.0
0.500 655.5
0.382 654.3
LOW 650.0
0.618 643.0
1.000 638.8
1.618 632.0
2.618 620.8
4.250 602.5
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 655.5 652.5
PP 655.0 651.3
S1 654.5 649.8

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

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