ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 646.3 668.0 21.7 3.4% 645.8
High 669.0 672.2 3.2 0.5% 670.8
Low 645.6 663.3 17.7 2.7% 644.6
Close 667.5 665.9 -1.6 -0.2% 667.5
Range 23.4 8.9 -14.5 -62.0% 26.2
ATR 14.9 14.5 -0.4 -2.9% 0.0
Volume 132,652 102,108 -30,544 -23.0% 686,522
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 693.8 688.8 670.8
R3 685.0 679.8 668.3
R2 676.0 676.0 667.5
R1 671.0 671.0 666.8 669.0
PP 667.3 667.3 667.3 666.3
S1 662.0 662.0 665.0 660.3
S2 658.3 658.3 664.3
S3 649.3 653.3 663.5
S4 640.5 644.3 661.0
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 739.5 729.8 682.0
R3 713.3 703.5 674.8
R2 687.3 687.3 672.3
R1 677.3 677.3 670.0 682.3
PP 661.0 661.0 661.0 663.5
S1 651.3 651.3 665.0 656.0
S2 634.8 634.8 662.8
S3 608.5 625.0 660.3
S4 582.3 598.8 653.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.2 644.6 27.6 4.1% 14.8 2.2% 77% True False 129,467
10 672.2 638.9 33.3 5.0% 14.5 2.2% 81% True False 147,570
20 672.2 592.3 79.9 12.0% 13.5 2.0% 92% True False 101,564
40 672.2 585.3 86.9 13.1% 13.8 2.1% 93% True False 50,948
60 672.2 582.6 89.6 13.5% 14.5 2.2% 93% True False 34,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 710.0
2.618 695.5
1.618 686.5
1.000 681.0
0.618 677.8
HIGH 672.3
0.618 668.8
0.500 667.8
0.382 666.8
LOW 663.3
0.618 657.8
1.000 654.5
1.618 649.0
2.618 640.0
4.250 625.5
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 667.8 663.5
PP 667.3 661.0
S1 666.5 658.5

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

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