ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 603.3 608.4 5.1 0.8% 586.7
High 608.0 608.9 0.9 0.1% 608.0
Low 594.3 607.7 13.4 2.3% 583.5
Close 608.9 608.9 0.0 0.0% 608.9
Range 13.7 1.2 -12.5 -91.2% 24.5
ATR 10.4 9.7 -0.7 -6.3% 0.0
Volume 335 31 -304 -90.7% 2,440
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 612.0 611.8 609.5
R3 611.0 610.5 609.3
R2 609.8 609.8 609.0
R1 609.3 609.3 609.0 609.5
PP 608.5 608.5 608.5 608.5
S1 608.0 608.0 608.8 608.3
S2 607.3 607.3 608.8
S3 606.0 607.0 608.5
S4 605.0 605.8 608.3
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 673.8 665.8 622.5
R3 649.3 641.3 615.8
R2 624.8 624.8 613.5
R1 616.8 616.8 611.3 620.8
PP 600.3 600.3 600.3 602.0
S1 592.3 592.3 606.8 596.3
S2 575.8 575.8 604.5
S3 551.3 567.8 602.3
S4 526.8 543.3 595.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 608.9 583.9 25.0 4.1% 9.5 1.6% 100% True False 459
10 612.3 577.1 35.2 5.8% 11.0 1.8% 90% False False 329
20 644.9 577.1 67.8 11.1% 10.3 1.7% 47% False False 228
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 2.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 614.0
2.618 612.0
1.618 610.8
1.000 610.0
0.618 609.8
HIGH 609.0
0.618 608.5
0.500 608.3
0.382 608.3
LOW 607.8
0.618 607.0
1.000 606.5
1.618 605.8
2.618 604.5
4.250 602.5
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 608.8 605.3
PP 608.5 601.5
S1 608.3 598.0

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

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