ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 677.4 681.8 4.4 0.6% 662.0
High 685.2 684.3 -0.9 -0.1% 677.7
Low 676.8 677.8 1.0 0.1% 660.8
Close 680.3 678.4 -1.9 -0.3% 674.5
Range 8.4 6.5 -1.9 -22.6% 16.9
ATR 8.9 8.7 -0.2 -1.9% 0.0
Volume 169,302 154,501 -14,801 -8.7% 229,996
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 699.8 695.5 682.0
R3 693.3 689.0 680.3
R2 686.8 686.8 679.5
R1 682.5 682.5 679.0 681.3
PP 680.3 680.3 680.3 679.5
S1 676.0 676.0 677.8 674.8
S2 673.8 673.8 677.3
S3 667.3 669.5 676.5
S4 660.8 663.0 674.8
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
5 685.2 666.3 18.9 2.8% 8.0 1.2% 64% False False 157,238
10 685.2 650.6 34.6 5.1% 8.5 1.3% 80% False False 85,522
20 685.2 616.7 68.5 10.1% 8.5 1.3% 90% False False 43,453
40 685.2 577.1 108.1 15.9% 9.3 1.3% 94% False False 21,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 712.0
2.618 701.3
1.618 694.8
1.000 690.8
0.618 688.3
HIGH 684.3
0.618 681.8
0.500 681.0
0.382 680.3
LOW 677.8
0.618 673.8
1.000 671.3
1.618 667.3
2.618 660.8
4.250 650.3
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 681.0 678.0
PP 680.3 677.8
S1 679.3 677.5

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

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