ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 662.4 656.6 -5.8 -0.9% 636.0
High 666.5 659.8 -6.7 -1.0% 655.3
Low 649.7 644.6 -5.1 -0.8% 636.0
Close 655.5 647.3 -8.2 -1.3% 647.7
Range 16.8 15.2 -1.6 -9.5% 19.3
ATR 14.2 14.3 0.1 0.5% 0.0
Volume 135,660 140,948 5,288 3.9% 890,023
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 696.3 687.0 655.8
R3 681.0 671.8 651.5
R2 665.8 665.8 650.0
R1 656.5 656.5 648.8 653.5
PP 650.5 650.5 650.5 649.0
S1 641.3 641.3 646.0 638.3
S2 635.3 635.3 644.5
S3 620.3 626.3 643.0
S4 605.0 611.0 639.0
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% 16.3 2.5% 26% False False 142,099
10 670.8 630.0 40.8 6.3% 13.5 2.1% 42% False False 162,328
20 670.8 592.3 78.5 12.1% 14.0 2.2% 70% False False 89,881
40 670.8 585.3 85.5 13.2% 13.5 2.1% 73% False False 45,095
60 670.8 582.6 88.2 13.6% 14.3 2.2% 73% False False 30,238
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 724.5
2.618 699.5
1.618 684.5
1.000 675.0
0.618 669.3
HIGH 659.8
0.618 654.0
0.500 652.3
0.382 650.5
LOW 644.5
0.618 635.3
1.000 629.5
1.618 620.0
2.618 604.8
4.250 580.0
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 652.3 657.8
PP 650.5 654.3
S1 649.0 650.8

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

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