ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 601.3 598.7 -2.6 -0.4% 610.0
High 607.3 614.3 7.0 1.2% 614.6
Low 595.2 593.8 -1.4 -0.2% 585.3
Close 596.9 614.5 17.6 2.9% 614.5
Range 12.1 20.5 8.4 69.4% 29.3
ATR 14.4 14.8 0.4 3.0% 0.0
Volume 614 191 -423 -68.9% 2,055
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 669.0 662.3 625.8
R3 648.5 641.8 620.3
R2 628.0 628.0 618.3
R1 621.3 621.3 616.5 624.8
PP 607.5 607.5 607.5 609.3
S1 600.8 600.8 612.5 604.3
S2 587.0 587.0 610.8
S3 566.5 580.3 608.8
S4 546.0 559.8 603.3
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 692.8 683.0 630.5
R3 663.5 653.5 622.5
R2 634.0 634.0 619.8
R1 624.3 624.3 617.3 629.3
PP 604.8 604.8 604.8 607.3
S1 595.0 595.0 611.8 600.0
S2 575.5 575.5 609.3
S3 546.3 565.8 606.5
S4 517.0 536.5 598.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614.6 585.3 29.3 4.8% 15.5 2.5% 100% False False 411
10 629.8 585.3 44.5 7.2% 14.0 2.3% 66% False False 282
20 661.2 585.3 75.9 12.4% 13.3 2.2% 38% False False 291
40 667.5 582.6 84.9 13.8% 14.5 2.3% 38% False False 420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 701.5
2.618 668.0
1.618 647.5
1.000 634.8
0.618 627.0
HIGH 614.3
0.618 606.5
0.500 604.0
0.382 601.8
LOW 593.8
0.618 581.3
1.000 573.3
1.618 560.8
2.618 540.3
4.250 506.8
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 611.0 609.8
PP 607.5 605.0
S1 604.0 600.5

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

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