ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 599.3 605.1 5.8 1.0% 610.0
High 605.0 622.2 17.2 2.8% 614.6
Low 592.3 601.3 9.0 1.5% 585.3
Close 599.1 621.4 22.3 3.7% 614.5
Range 12.7 20.9 8.2 64.6% 29.3
ATR 15.3 15.8 0.6 3.7% 0.0
Volume 586 722 136 23.2% 2,055
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 677.8 670.5 633.0
R3 656.8 649.5 627.3
R2 635.8 635.8 625.3
R1 628.8 628.8 623.3 632.3
PP 615.0 615.0 615.0 616.8
S1 607.8 607.8 619.5 611.3
S2 594.0 594.0 617.5
S3 573.3 586.8 615.8
S4 552.3 566.0 610.0
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
5 622.2 592.3 29.9 4.8% 18.0 2.9% 97% True False 604
10 623.3 585.3 38.0 6.1% 16.3 2.6% 95% False False 469
20 660.2 585.3 74.9 12.1% 15.0 2.4% 48% False False 339
40 667.5 585.3 82.2 13.2% 14.5 2.3% 44% False False 353
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 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711.0
2.618 677.0
1.618 656.0
1.000 643.0
0.618 635.0
HIGH 622.3
0.618 614.3
0.500 611.8
0.382 609.3
LOW 601.3
0.618 588.5
1.000 580.5
1.618 567.5
2.618 546.5
4.250 512.5
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 618.3 616.8
PP 615.0 612.0
S1 611.8 607.3

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

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