ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 675.7 678.7 3.0 0.4% 667.9
High 683.9 682.4 -1.5 -0.2% 691.7
Low 673.8 676.3 2.5 0.4% 664.1
Close 677.3 680.2 2.9 0.4% 677.3
Range 10.1 6.1 -4.0 -39.6% 27.6
ATR 10.1 9.8 -0.3 -2.8% 0.0
Volume 151,981 119,991 -31,990 -21.0% 664,186
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 698.0 695.3 683.5
R3 691.8 689.0 682.0
R2 685.8 685.8 681.3
R1 683.0 683.0 680.8 684.3
PP 679.8 679.8 679.8 680.3
S1 676.8 676.8 679.8 678.3
S2 673.5 673.5 679.0
S3 667.5 670.8 678.5
S4 661.3 664.8 676.8
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 760.5 746.5 692.5
R3 733.0 719.0 685.0
R2 705.3 705.3 682.3
R1 691.3 691.3 679.8 698.3
PP 677.8 677.8 677.8 681.3
S1 663.8 663.8 674.8 670.8
S2 650.0 650.0 672.3
S3 622.5 636.0 669.8
S4 595.0 608.5 662.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 691.7 673.8 17.9 2.6% 10.3 1.5% 36% False False 130,223
10 691.7 664.1 27.6 4.1% 10.5 1.5% 58% False False 140,908
20 691.7 637.2 54.5 8.0% 9.5 1.4% 79% False False 89,971
40 691.7 577.1 114.6 16.8% 9.5 1.4% 90% False False 45,158
60 691.7 577.1 114.6 16.8% 8.8 1.3% 90% False False 30,140
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 2.7
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 708.3
2.618 698.3
1.618 692.3
1.000 688.5
0.618 686.3
HIGH 682.5
0.618 680.0
0.500 679.3
0.382 678.8
LOW 676.3
0.618 672.5
1.000 670.3
1.618 666.5
2.618 660.3
4.250 650.5
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 680.0 682.8
PP 679.8 682.0
S1 679.3 681.0

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

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