ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 680.8 687.0 6.2 0.9% 673.7
High 689.1 688.1 -1.0 -0.1% 685.2
Low 677.6 680.5 2.9 0.4% 666.3
Close 687.6 681.5 -6.1 -0.9% 670.5
Range 11.5 7.6 -3.9 -33.9% 18.9
ATR 9.8 9.6 -0.2 -1.6% 0.0
Volume 133,090 128,096 -4,994 -3.8% 770,444
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 706.3 701.5 685.8
R3 698.5 693.8 683.5
R2 691.0 691.0 683.0
R1 686.3 686.3 682.3 684.8
PP 683.3 683.3 683.3 682.8
S1 678.8 678.8 680.8 677.3
S2 675.8 675.8 680.0
S3 668.3 671.0 679.5
S4 660.5 663.5 677.3
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 3.7% 11.3 1.7% 70% False False 139,686
10 689.1 664.1 25.0 3.7% 10.0 1.5% 70% False False 137,239
20 689.1 616.7 72.4 10.6% 9.5 1.4% 90% False False 70,539
40 689.1 577.1 112.0 16.4% 9.8 1.4% 93% False False 35,425
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 720.5
2.618 708.0
1.618 700.5
1.000 695.8
0.618 692.8
HIGH 688.0
0.618 685.3
0.500 684.3
0.382 683.5
LOW 680.5
0.618 675.8
1.000 673.0
1.618 668.3
2.618 660.5
4.250 648.3
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 684.3 679.8
PP 683.3 678.3
S1 682.5 676.5

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

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