ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	655.4	651.1	-4.3	-0.7%	649.5
High	661.2	660.0	-1.2	-0.2%	667.5
Low	650.0	651.1	1.1	0.2%	636.1
Close	653.8	659.8	6.0	0.9%	647.2
Range	11.2	8.9	-2.3	-20.5%	31.4
ATR	14.8	14.4	-0.4	-2.9%	0.0
Volume	274	896	622	227.0%	1,085

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	683.8	680.8	664.8
R3	674.8	671.8	662.3
R2	665.8	665.8	661.5
R1	662.8	662.8	660.5	664.3
PP	657.0	657.0	657.0	657.8
S1	654.0	654.0	659.0	655.5
S2	648.0	648.0	658.3
S3	639.3	645.0	657.3
S4	630.3	636.3	655.0

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	661.2	636.1	25.1	3.8%	11.0	1.7%	94%	False	False	375
10	667.5	608.2	59.3	9.0%	13.8	2.1%	87%	False	False	279
20	667.5	598.1	69.4	10.5%	14.3	2.2%	89%	False	False	368

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	697.8
2.618	683.3
1.618	674.5
1.000	669.0
0.618	665.5
HIGH	660.0
0.618	656.5
0.500	655.5
0.382	654.5
LOW	651.0
0.618	645.5
1.000	642.3
1.618	636.8
2.618	627.8
4.250	613.3

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	658.5	658.5
PP	657.0	657.0
S1	655.5	655.5

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