ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 678.7 680.9 2.2 0.3% 667.9
High 682.4 685.5 3.1 0.5% 691.7
Low 676.3 676.9 0.6 0.1% 664.1
Close 680.2 682.3 2.1 0.3% 677.3
Range 6.1 8.6 2.5 41.0% 27.6
ATR 9.8 9.7 -0.1 -0.9% 0.0
Volume 119,991 101,864 -18,127 -15.1% 664,186
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 707.3 703.5 687.0
R3 698.8 694.8 684.8
R2 690.3 690.3 684.0
R1 686.3 686.3 683.0 688.3
PP 681.5 681.5 681.5 682.5
S1 677.8 677.8 681.5 679.5
S2 673.0 673.0 680.8
S3 664.3 669.0 680.0
S4 655.8 660.5 677.5
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% 9.8 1.4% 47% False False 123,978
10 691.7 664.1 27.6 4.0% 10.5 1.6% 66% False False 135,953
20 691.7 644.3 47.4 6.9% 9.5 1.4% 80% False False 94,834
40 691.7 577.1 114.6 16.8% 9.5 1.4% 92% False False 47,704
60 691.7 577.1 114.6 16.8% 9.0 1.3% 92% False False 31,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722.0
2.618 708.0
1.618 699.5
1.000 694.0
0.618 690.8
HIGH 685.5
0.618 682.3
0.500 681.3
0.382 680.3
LOW 677.0
0.618 671.5
1.000 668.3
1.618 663.0
2.618 654.5
4.250 640.3
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 682.0 681.5
PP 681.5 680.5
S1 681.3 679.8

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

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