ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 667.9 680.8 12.9 1.9% 673.7
High 681.6 689.1 7.5 1.1% 685.2
Low 664.1 677.6 13.5 2.0% 666.3
Close 680.0 687.6 7.6 1.1% 670.5
Range 17.5 11.5 -6.0 -34.3% 18.9
ATR 9.7 9.8 0.1 1.4% 0.0
Volume 133,058 133,090 32 0.0% 770,444
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 719.3 715.0 694.0
R3 707.8 703.5 690.8
R2 696.3 696.3 689.8
R1 692.0 692.0 688.8 694.0
PP 684.8 684.8 684.8 685.8
S1 680.5 680.5 686.5 682.5
S2 673.3 673.3 685.5
S3 661.8 669.0 684.5
S4 650.3 657.5 681.3
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
5 689.1 664.1 25.0 3.6% 11.5 1.7% 94% True False 147,927
10 689.1 664.1 25.0 3.6% 10.3 1.5% 94% True False 125,835
20 689.1 616.7 72.4 10.5% 9.5 1.4% 98% True False 64,140
40 689.1 577.1 112.0 16.3% 9.8 1.4% 99% True False 32,223
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 738.0
2.618 719.3
1.618 707.8
1.000 700.5
0.618 696.3
HIGH 689.0
0.618 684.8
0.500 683.3
0.382 682.0
LOW 677.5
0.618 670.5
1.000 666.0
1.618 659.0
2.618 647.5
4.250 628.8
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 686.3 684.0
PP 684.8 680.3
S1 683.3 676.5

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

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