ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 674.4 673.7 -0.7 -0.1% 662.0
High 677.7 674.5 -3.2 -0.5% 677.7
Low 668.9 666.3 -2.6 -0.4% 660.8
Close 674.5 671.8 -2.7 -0.4% 674.5
Range 8.8 8.2 -0.6 -6.8% 16.9
ATR 9.1 9.0 -0.1 -0.7% 0.0
Volume 165,435 145,535 -19,900 -12.0% 229,996
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 695.5 691.8 676.3
R3 687.3 683.8 674.0
R2 679.0 679.0 673.3
R1 675.5 675.5 672.5 673.3
PP 670.8 670.8 670.8 669.8
S1 667.3 667.3 671.0 665.0
S2 662.8 662.8 670.3
S3 654.5 659.0 669.5
S4 646.3 650.8 667.3
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 721.8 715.0 683.8
R3 704.8 698.0 679.3
R2 688.0 688.0 677.5
R1 681.3 681.3 676.0 684.5
PP 671.0 671.0 671.0 672.8
S1 664.3 664.3 673.0 667.8
S2 654.0 654.0 671.5
S3 637.3 647.5 669.8
S4 620.3 630.5 665.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677.7 660.8 16.9 2.5% 9.3 1.4% 65% False False 74,211
10 677.7 637.2 40.5 6.0% 8.5 1.3% 85% False False 39,034
20 677.7 607.8 69.9 10.4% 8.5 1.3% 92% False False 19,698
40 677.7 577.1 100.6 15.0% 9.3 1.4% 94% False False 9,963
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 709.3
2.618 696.0
1.618 687.8
1.000 682.8
0.618 679.5
HIGH 674.5
0.618 671.3
0.500 670.5
0.382 669.5
LOW 666.3
0.618 661.3
1.000 658.0
1.618 653.0
2.618 644.8
4.250 631.5
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 671.3 671.8
PP 670.8 671.5
S1 670.5 671.5

Download as Excel Spreadsheet

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

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