ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 648.9 645.8 -3.1 -0.5% 636.0
High 655.3 668.4 13.1 2.0% 655.3
Low 638.9 645.3 6.4 1.0% 636.0
Close 647.7 665.1 17.4 2.7% 647.7
Range 16.4 23.1 6.7 40.9% 19.3
ATR 13.7 14.4 0.7 4.9% 0.0
Volume 156,626 141,293 -15,333 -9.8% 890,023
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 729.0 720.0 677.8
R3 705.8 697.0 671.5
R2 682.8 682.8 669.3
R1 674.0 674.0 667.3 678.3
PP 659.5 659.5 659.5 661.8
S1 650.8 650.8 663.0 655.3
S2 636.5 636.5 660.8
S3 613.5 627.8 658.8
S4 590.3 604.5 652.5
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 704.3 695.3 658.3
R3 685.0 676.0 653.0
R2 665.8 665.8 651.3
R1 656.8 656.8 649.5 661.3
PP 646.3 646.3 646.3 648.5
S1 637.3 637.3 646.0 641.8
S2 627.0 627.0 644.3
S3 607.8 618.0 642.5
S4 588.5 598.8 637.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668.4 638.9 29.5 4.4% 14.3 2.1% 89% True False 165,673
10 668.4 625.3 43.1 6.5% 13.8 2.1% 92% True False 138,089
20 668.4 585.3 83.1 12.5% 14.0 2.1% 96% True False 69,320
40 668.4 585.3 83.1 12.5% 13.5 2.0% 96% True False 34,790
60 668.4 582.6 85.8 12.9% 14.5 2.2% 96% True False 23,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 766.5
2.618 729.0
1.618 705.8
1.000 691.5
0.618 682.8
HIGH 668.5
0.618 659.5
0.500 656.8
0.382 654.0
LOW 645.3
0.618 631.0
1.000 622.3
1.618 608.0
2.618 584.8
4.250 547.0
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 662.3 661.3
PP 659.5 657.5
S1 656.8 653.8

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

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