ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 680.9 680.8 -0.1 0.0% 667.9
High 685.5 686.3 0.8 0.1% 691.7
Low 676.9 675.6 -1.3 -0.2% 664.1
Close 682.3 677.1 -5.2 -0.8% 677.3
Range 8.6 10.7 2.1 24.4% 27.6
ATR 9.7 9.8 0.1 0.7% 0.0
Volume 101,864 106,449 4,585 4.5% 664,186
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 711.8 705.3 683.0
R3 701.0 694.5 680.0
R2 690.3 690.3 679.0
R1 683.8 683.8 678.0 681.8
PP 679.8 679.8 679.8 678.8
S1 673.0 673.0 676.0 671.0
S2 669.0 669.0 675.3
S3 658.3 662.3 674.3
S4 647.5 651.8 671.3
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% 18% False False 119,649
10 691.7 664.1 27.6 4.1% 10.8 1.6% 47% False False 129,667
20 691.7 644.9 46.8 6.9% 9.8 1.4% 69% False False 99,948
40 691.7 577.1 114.6 16.9% 9.8 1.4% 87% False False 50,362
60 691.7 577.1 114.6 16.9% 9.0 1.3% 87% False False 33,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 731.8
2.618 714.3
1.618 703.5
1.000 697.0
0.618 693.0
HIGH 686.3
0.618 682.3
0.500 681.0
0.382 679.8
LOW 675.5
0.618 669.0
1.000 665.0
1.618 658.3
2.618 647.5
4.250 630.0
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 681.0 681.0
PP 679.8 679.8
S1 678.5 678.5

Download as Excel Spreadsheet

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

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