ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 631.6 636.0 4.4 0.7% 641.4
High 637.7 651.3 13.6 2.1% 643.4
Low 630.0 636.0 6.0 1.0% 625.3
Close 633.5 648.2 14.7 2.3% 633.5
Range 7.7 15.3 7.6 98.7% 18.1
ATR 13.9 14.2 0.3 2.0% 0.0
Volume 179,390 202,949 23,559 13.1% 349,993
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 691.0 685.0 656.5
R3 675.8 669.8 652.5
R2 660.5 660.5 651.0
R1 654.3 654.3 649.5 657.5
PP 645.3 645.3 645.3 646.8
S1 639.0 639.0 646.8 642.0
S2 629.8 629.8 645.5
S3 614.5 623.8 644.0
S4 599.3 608.5 639.8
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 688.3 679.0 643.5
R3 670.3 661.0 638.5
R2 652.3 652.3 636.8
R1 642.8 642.8 635.3 638.5
PP 634.0 634.0 634.0 632.0
S1 624.8 624.8 631.8 620.3
S2 616.0 616.0 630.3
S3 597.8 606.8 628.5
S4 579.8 588.5 623.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651.3 625.3 26.0 4.0% 13.3 2.0% 88% True False 110,504
10 651.3 592.3 59.0 9.1% 12.5 1.9% 95% True False 55,558
20 651.3 585.3 66.0 10.2% 13.8 2.1% 95% True False 27,954
40 667.5 585.3 82.2 12.7% 14.0 2.2% 77% False False 14,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 716.3
2.618 691.3
1.618 676.0
1.000 666.5
0.618 660.8
HIGH 651.3
0.618 645.5
0.500 643.8
0.382 641.8
LOW 636.0
0.618 626.5
1.000 620.8
1.618 611.3
2.618 596.0
4.250 571.0
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 646.8 645.3
PP 645.3 642.3
S1 643.8 639.0

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

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