ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 636.0 649.1 13.1 2.1% 641.4
High 651.3 652.7 1.4 0.2% 643.4
Low 636.0 644.2 8.2 1.3% 625.3
Close 648.2 647.5 -0.7 -0.1% 633.5
Range 15.3 8.5 -6.8 -44.4% 18.1
ATR 14.2 13.8 -0.4 -2.9% 0.0
Volume 202,949 200,211 -2,738 -1.3% 349,993
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 673.8 669.0 652.3
R3 665.3 660.5 649.8
R2 656.8 656.8 649.0
R1 652.0 652.0 648.3 650.0
PP 648.3 648.3 648.3 647.3
S1 643.5 643.5 646.8 641.5
S2 639.8 639.8 646.0
S3 631.3 635.0 645.3
S4 622.8 626.5 642.8
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
5 652.7 626.0 26.7 4.1% 11.5 1.8% 81% True False 150,534
10 652.7 601.3 51.4 7.9% 12.3 1.9% 90% True False 75,521
20 652.7 585.3 67.4 10.4% 13.8 2.1% 92% True False 37,962
40 667.5 585.3 82.2 12.7% 13.8 2.1% 76% False False 19,108
60 667.5 582.6 84.9 13.1% 14.3 2.2% 76% False False 12,937
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 2.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688.8
2.618 675.0
1.618 666.5
1.000 661.3
0.618 658.0
HIGH 652.8
0.618 649.5
0.500 648.5
0.382 647.5
LOW 644.3
0.618 639.0
1.000 635.8
1.618 630.5
2.618 622.0
4.250 608.0
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 648.5 645.5
PP 648.3 643.5
S1 647.8 641.3

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

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