ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 620.2 607.9 -12.3 -2.0% 602.0
High 623.3 607.9 -15.4 -2.5% 629.8
Low 606.1 597.3 -8.8 -1.5% 597.3
Close 607.4 608.1 0.7 0.1% 608.1
Range 17.2 10.6 -6.6 -38.4% 32.5
ATR 14.7 14.4 -0.3 -2.0% 0.0
Volume 182 243 61 33.5% 768
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 636.3 632.8 614.0
R3 625.8 622.3 611.0
R2 615.0 615.0 610.0
R1 611.5 611.5 609.0 613.3
PP 604.5 604.5 604.5 605.3
S1 601.0 601.0 607.3 602.8
S2 593.8 593.8 606.3
S3 583.3 590.3 605.3
S4 572.8 579.8 602.3
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 709.3 691.3 626.0
R3 676.8 658.8 617.0
R2 644.3 644.3 614.0
R1 626.3 626.3 611.0 635.3
PP 611.8 611.8 611.8 616.3
S1 593.8 593.8 605.0 602.8
S2 579.3 579.3 602.3
S3 546.8 561.3 599.3
S4 514.3 528.8 590.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.8 597.3 32.5 5.3% 12.3 2.0% 33% False True 153
10 656.9 597.3 59.6 9.8% 13.5 2.2% 18% False True 155
20 667.5 597.3 70.2 11.5% 12.8 2.1% 15% False True 243
40 667.5 582.6 84.9 14.0% 14.8 2.4% 30% False False 435
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 653.0
2.618 635.8
1.618 625.0
1.000 618.5
0.618 614.5
HIGH 608.0
0.618 603.8
0.500 602.5
0.382 601.3
LOW 597.3
0.618 590.8
1.000 586.8
1.618 580.3
2.618 569.5
4.250 552.3
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 606.3 613.5
PP 604.5 611.8
S1 602.5 610.0

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

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