ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 673.7 671.7 -2.0 -0.3% 662.0
High 674.5 677.4 2.9 0.4% 677.7
Low 666.3 669.8 3.5 0.5% 660.8
Close 671.8 677.0 5.2 0.8% 674.5
Range 8.2 7.6 -0.6 -7.3% 16.9
ATR 9.0 8.9 -0.1 -1.1% 0.0
Volume 145,535 151,420 5,885 4.0% 229,996
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 697.5 694.8 681.3
R3 690.0 687.3 679.0
R2 682.3 682.3 678.5
R1 679.8 679.8 677.8 681.0
PP 674.8 674.8 674.8 675.5
S1 672.0 672.0 676.3 673.5
S2 667.3 667.3 675.5
S3 659.5 664.5 675.0
S4 652.0 656.8 672.8
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
5 677.7 665.3 12.4 1.8% 8.8 1.3% 94% False False 103,744
10 677.7 644.3 33.4 4.9% 8.3 1.2% 98% False False 53,716
20 677.7 616.5 61.2 9.0% 8.5 1.2% 99% False False 27,269
40 677.7 577.1 100.6 14.9% 9.3 1.4% 99% False False 13,748
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 6 trading days
Fibonacci Retracements and Extensions
4.250 709.8
2.618 697.3
1.618 689.8
1.000 685.0
0.618 682.0
HIGH 677.5
0.618 674.5
0.500 673.5
0.382 672.8
LOW 669.8
0.618 665.0
1.000 662.3
1.618 657.5
2.618 650.0
4.250 637.5
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 675.8 675.3
PP 674.8 673.8
S1 673.5 672.0

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

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