ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	650.4	637.0	-13.4	-2.1%	656.0
High	650.4	637.0	-13.4	-2.1%	661.2
Low	637.7	608.6	-29.1	-4.6%	634.8
Close	642.9	614.9	-28.0	-4.4%	647.5
Range	12.7	28.4	15.7	123.6%	26.4
ATR	14.4	15.8	1.4	9.9%	0.0
Volume	104	70	-34	-32.7%	2,228

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	705.3	688.5	630.5
R3	677.0	660.3	622.8
R2	648.5	648.5	620.0
R1	631.8	631.8	617.5	626.0
PP	620.3	620.3	620.3	617.3
S1	603.3	603.3	612.3	597.5
S2	591.8	591.8	609.8
S3	563.3	575.0	607.0
S4	535.0	546.5	599.3

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	727.0	713.8	662.0
R3	700.8	687.3	654.8
R2	674.3	674.3	652.3
R1	660.8	660.8	650.0	654.3
PP	647.8	647.8	647.8	644.5
S1	634.5	634.5	645.0	628.0
S2	621.5	621.5	642.8
S3	595.0	608.0	640.3
S4	568.8	581.8	633.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	660.2	608.6	51.6	8.4%	15.8	2.6%	12%	False	True	228
10	661.2	608.6	52.6	8.6%	13.3	2.2%	12%	False	True	302
20	667.5	598.1	69.4	11.3%	15.3	2.5%	24%	False	False	259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	757.8
2.618	711.3
1.618	683.0
1.000	665.5
0.618	654.5
HIGH	637.0
0.618	626.3
0.500	622.8
0.382	619.5
LOW	608.5
0.618	591.0
1.000	580.3
1.618	562.8
2.618	534.3
4.250	488.0

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	622.8	632.8
PP	620.3	626.8
S1	617.5	620.8

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