ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 678.0 684.0 6.0 0.9% 678.7
High 685.1 695.5 10.4 1.5% 686.3
Low 675.4 682.4 7.0 1.0% 675.4
Close 682.1 694.2 12.1 1.8% 682.1
Range 9.7 13.1 3.4 35.1% 10.9
ATR 9.8 10.0 0.3 2.6% 0.0
Volume 146,616 1,331 -145,285 -99.1% 474,920
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 730.0 725.3 701.5
R3 717.0 712.0 697.8
R2 703.8 703.8 696.5
R1 699.0 699.0 695.5 701.5
PP 690.8 690.8 690.8 692.0
S1 686.0 686.0 693.0 688.3
S2 677.5 677.5 691.8
S3 664.5 672.8 690.5
S4 651.5 659.8 687.0
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 714.0 709.0 688.0
R3 703.0 698.0 685.0
R2 692.3 692.3 684.0
R1 687.3 687.3 683.0 689.8
PP 681.3 681.3 681.3 682.5
S1 676.3 676.3 681.0 678.8
S2 670.3 670.3 680.0
S3 659.5 665.3 679.0
S4 648.5 654.5 676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695.5 675.4 20.1 2.9% 9.8 1.4% 94% True False 95,250
10 695.5 664.1 31.4 4.5% 11.0 1.6% 96% True False 114,043
20 695.5 660.8 34.7 5.0% 10.0 1.4% 96% True False 107,043
40 695.5 583.5 112.0 16.1% 9.3 1.3% 99% True False 54,044
60 695.5 577.1 118.4 17.1% 9.3 1.3% 99% True False 36,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 751.3
2.618 729.8
1.618 716.8
1.000 708.5
0.618 703.5
HIGH 695.5
0.618 690.5
0.500 689.0
0.382 687.5
LOW 682.5
0.618 674.3
1.000 669.3
1.618 661.3
2.618 648.0
4.250 626.8
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 692.5 691.3
PP 690.8 688.3
S1 689.0 685.5

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

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