ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 687.0 681.5 -5.5 -0.8% 673.7
High 688.1 691.7 3.6 0.5% 685.2
Low 680.5 675.6 -4.9 -0.7% 666.3
Close 681.5 677.2 -4.3 -0.6% 670.5
Range 7.6 16.1 8.5 111.8% 18.9
ATR 9.6 10.1 0.5 4.8% 0.0
Volume 128,096 117,961 -10,135 -7.9% 770,444
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 729.8 719.5 686.0
R3 713.8 703.5 681.8
R2 697.5 697.5 680.3
R1 687.5 687.5 678.8 684.5
PP 681.5 681.5 681.5 680.0
S1 671.3 671.3 675.8 668.3
S2 665.5 665.5 674.3
S3 649.3 655.3 672.8
S4 633.3 639.0 668.3
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
5 691.7 664.1 27.6 4.1% 13.3 2.0% 47% True False 132,378
10 691.7 664.1 27.6 4.1% 10.5 1.6% 47% True False 144,808
20 691.7 621.3 70.4 10.4% 9.8 1.4% 79% True False 76,429
40 691.7 577.1 114.6 16.9% 9.8 1.5% 87% True False 38,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 760.0
2.618 733.8
1.618 717.8
1.000 707.8
0.618 701.8
HIGH 691.8
0.618 685.5
0.500 683.8
0.382 681.8
LOW 675.5
0.618 665.8
1.000 659.5
1.618 649.5
2.618 633.5
4.250 607.3
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 683.8 683.8
PP 681.5 681.5
S1 679.3 679.3

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

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