ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 615.5 619.6 4.1 0.7% 647.3
High 625.8 629.8 4.0 0.6% 656.9
Low 615.3 619.1 3.8 0.6% 604.2
Close 621.7 619.2 -2.5 -0.4% 606.1
Range 10.5 10.7 0.2 1.9% 52.7
ATR 14.8 14.5 -0.3 -2.0% 0.0
Volume 61 59 -2 -3.3% 782
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 654.8 647.8 625.0
R3 644.0 637.0 622.3
R2 633.5 633.5 621.3
R1 626.3 626.3 620.3 624.5
PP 622.8 622.8 622.8 621.8
S1 615.5 615.5 618.3 613.8
S2 612.0 612.0 617.3
S3 601.3 605.0 616.3
S4 590.5 594.3 613.3
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 780.5 746.0 635.0
R3 727.8 693.3 620.5
R2 675.0 675.0 615.8
R1 640.5 640.5 611.0 631.5
PP 622.5 622.5 622.5 617.8
S1 588.0 588.0 601.3 578.8
S2 569.8 569.8 596.5
S3 517.0 535.3 591.5
S4 464.3 482.5 577.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.8 602.0 27.8 4.5% 11.0 1.8% 62% True False 190
10 660.2 602.0 58.2 9.4% 13.5 2.2% 30% False False 209
20 667.5 602.0 65.5 10.6% 13.5 2.2% 26% False False 244
40 667.5 582.6 84.9 13.7% 14.5 2.3% 43% False False 426
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 675.3
2.618 657.8
1.618 647.0
1.000 640.5
0.618 636.5
HIGH 629.8
0.618 625.8
0.500 624.5
0.382 623.3
LOW 619.0
0.618 612.5
1.000 608.5
1.618 601.8
2.618 591.0
4.250 573.5
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 624.5 618.0
PP 622.8 617.0
S1 621.0 616.0

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

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