ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 681.8 677.8 -4.0 -0.6% 673.7
High 684.3 681.6 -2.7 -0.4% 685.2
Low 677.8 667.9 -9.9 -1.5% 666.3
Close 678.4 670.5 -7.9 -1.2% 670.5
Range 6.5 13.7 7.2 110.8% 18.9
ATR 8.7 9.1 0.4 4.1% 0.0
Volume 154,501 149,686 -4,815 -3.1% 770,444
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 714.5 706.3 678.0
R3 700.8 692.5 674.3
R2 687.0 687.0 673.0
R1 678.8 678.8 671.8 676.0
PP 673.3 673.3 673.3 672.0
S1 665.0 665.0 669.3 662.3
S2 659.8 659.8 668.0
S3 646.0 651.3 666.8
S4 632.3 637.8 663.0
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 730.8 719.5 681.0
R3 711.8 700.5 675.8
R2 693.0 693.0 674.0
R1 681.8 681.8 672.3 677.8
PP 674.0 674.0 674.0 672.0
S1 662.8 662.8 668.8 659.0
S2 655.0 655.0 667.0
S3 636.3 644.0 665.3
S4 617.3 625.0 660.0
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% 9.0 1.3% 22% False False 154,088
10 685.2 660.8 24.4 3.6% 8.8 1.3% 40% False False 100,044
20 685.2 616.7 68.5 10.2% 8.8 1.3% 79% False False 50,931
40 685.2 577.1 108.1 16.1% 9.5 1.4% 86% False False 25,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 739.8
2.618 717.5
1.618 703.8
1.000 695.3
0.618 690.0
HIGH 681.5
0.618 676.3
0.500 674.8
0.382 673.3
LOW 668.0
0.618 659.5
1.000 654.3
1.618 645.8
2.618 632.0
4.250 609.8
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 674.8 676.5
PP 673.3 674.5
S1 672.0 672.5

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

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