ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 587.0 586.7 -0.3 -0.1% 596.3
High 588.5 591.0 2.5 0.4% 612.3
Low 577.1 583.5 6.4 1.1% 577.1
Close 587.5 584.5 -3.0 -0.5% 587.5
Range 11.4 7.5 -3.9 -34.2% 35.2
ATR 10.1 9.9 -0.2 -1.8% 0.0
Volume 108 176 68 63.0% 1,101
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 608.8 604.3 588.5
R3 601.3 596.8 586.5
R2 593.8 593.8 586.0
R1 589.3 589.3 585.3 587.8
PP 586.3 586.3 586.3 585.5
S1 581.8 581.8 583.8 580.3
S2 578.8 578.8 583.0
S3 571.3 574.3 582.5
S4 563.8 566.8 580.5
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 698.0 678.0 606.8
R3 662.8 642.8 597.3
R2 627.5 627.5 594.0
R1 607.5 607.5 590.8 600.0
PP 592.3 592.3 592.3 588.5
S1 572.3 572.3 584.3 564.8
S2 557.0 557.0 581.0
S3 522.0 537.0 577.8
S4 486.8 502.0 568.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.3 577.1 35.2 6.0% 12.5 2.1% 21% False False 200
10 618.6 577.1 41.5 7.1% 12.0 2.0% 18% False False 184
20 644.9 577.1 67.8 11.6% 9.0 1.5% 11% False False 120
Crabel Price Patterns
NR True
NR4 True
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 1.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 623.0
2.618 610.8
1.618 603.3
1.000 598.5
0.618 595.8
HIGH 591.0
0.618 588.3
0.500 587.3
0.382 586.3
LOW 583.5
0.618 578.8
1.000 576.0
1.618 571.3
2.618 563.8
4.250 551.5
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 587.3 592.3
PP 586.3 589.8
S1 585.5 587.0

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

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