ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 628.0 631.5 3.5 0.6% 616.8
High 636.3 642.1 5.8 0.9% 640.8
Low 626.0 626.9 0.9 0.1% 592.3
Close 632.4 631.5 -0.9 -0.1% 640.5
Range 10.3 15.2 4.9 47.6% 48.5
ATR 14.3 14.4 0.1 0.4% 0.0
Volume 44,455 125,667 81,212 182.7% 3,554
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 679.0 670.5 639.8
R3 664.0 655.3 635.8
R2 648.8 648.8 634.3
R1 640.0 640.0 633.0 639.0
PP 633.5 633.5 633.5 633.0
S1 625.0 625.0 630.0 624.0
S2 618.3 618.3 628.8
S3 603.0 609.8 627.3
S4 588.0 594.5 623.3
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 770.0 753.8 667.3
R3 721.5 705.3 653.8
R2 673.0 673.0 649.5
R1 656.8 656.8 645.0 665.0
PP 624.5 624.5 624.5 628.5
S1 608.3 608.3 636.0 616.5
S2 576.0 576.0 631.5
S3 527.5 559.8 627.3
S4 479.0 511.3 613.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.4 625.3 18.1 2.9% 11.8 1.8% 34% False False 34,155
10 643.4 592.3 51.1 8.1% 14.8 2.3% 77% False False 17,434
20 643.4 585.3 58.1 9.2% 13.8 2.2% 80% False False 8,876
40 667.5 585.3 82.2 13.0% 14.5 2.3% 56% False False 4,565
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 706.8
2.618 682.0
1.618 666.8
1.000 657.3
0.618 651.5
HIGH 642.0
0.618 636.3
0.500 634.5
0.382 632.8
LOW 627.0
0.618 617.5
1.000 611.8
1.618 602.3
2.618 587.0
4.250 562.3
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 634.5 634.3
PP 633.5 633.3
S1 632.5 632.5

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

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