ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 623.8 627.2 3.4 0.5% 628.2
High 627.0 628.8 1.8 0.3% 630.8
Low 616.7 621.3 4.6 0.7% 616.7
Close 626.9 625.2 -1.7 -0.3% 625.2
Range 10.3 7.5 -2.8 -27.2% 14.1
ATR 9.0 8.9 -0.1 -1.2% 0.0
Volume 157 946 789 502.5% 3,193
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 647.5 644.0 629.3
R3 640.0 636.5 627.3
R2 632.5 632.5 626.5
R1 629.0 629.0 626.0 627.0
PP 625.0 625.0 625.0 624.3
S1 621.5 621.5 624.5 619.5
S2 617.5 617.5 623.8
S3 610.0 614.0 623.3
S4 602.5 606.5 621.0
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 666.5 660.0 633.0
R3 652.5 645.8 629.0
R2 638.3 638.3 627.8
R1 631.8 631.8 626.5 628.0
PP 624.3 624.3 624.3 622.3
S1 617.8 617.8 624.0 614.0
S2 610.3 610.3 622.5
S3 596.0 603.5 621.3
S4 582.0 589.5 617.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 630.8 616.7 14.1 2.3% 8.3 1.3% 60% False False 638
10 630.8 607.7 23.1 3.7% 7.3 1.1% 76% False False 346
20 630.8 577.1 53.7 8.6% 9.5 1.5% 90% False False 350
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 True
Stretch 1.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 660.8
2.618 648.5
1.618 641.0
1.000 636.3
0.618 633.5
HIGH 628.8
0.618 626.0
0.500 625.0
0.382 624.3
LOW 621.3
0.618 616.8
1.000 613.8
1.618 609.3
2.618 601.8
4.250 589.5
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 625.3 624.5
PP 625.0 623.5
S1 625.0 622.8

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

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