ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 665.5 662.4 -3.1 -0.5% 636.0
High 670.8 666.5 -4.3 -0.6% 655.3
Low 661.6 649.7 -11.9 -1.8% 636.0
Close 662.8 655.5 -7.3 -1.1% 647.7
Range 9.2 16.8 7.6 82.6% 19.3
ATR 14.0 14.2 0.2 1.4% 0.0
Volume 135,969 135,660 -309 -0.2% 890,023
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 707.8 698.3 664.8
R3 690.8 681.5 660.0
R2 674.0 674.0 658.5
R1 664.8 664.8 657.0 661.0
PP 657.3 657.3 657.3 655.3
S1 648.0 648.0 654.0 644.3
S2 640.5 640.5 652.5
S3 623.8 631.3 651.0
S4 606.8 614.3 646.3
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
5 670.8 638.9 31.9 4.9% 15.3 2.3% 52% False False 142,996
10 670.8 626.9 43.9 6.7% 13.5 2.1% 65% False False 160,800
20 670.8 592.3 78.5 12.0% 14.0 2.1% 81% False False 82,864
40 670.8 585.3 85.5 13.0% 13.5 2.1% 82% False False 41,573
60 670.8 582.6 88.2 13.5% 14.3 2.2% 83% False False 27,892
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 738.0
2.618 710.5
1.618 693.8
1.000 683.3
0.618 677.0
HIGH 666.5
0.618 660.0
0.500 658.0
0.382 656.0
LOW 649.8
0.618 639.3
1.000 633.0
1.618 622.5
2.618 605.8
4.250 578.3
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 658.0 658.0
PP 657.3 657.3
S1 656.3 656.3

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

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