ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 684.0 694.3 10.3 1.5% 678.7
High 695.5 701.2 5.7 0.8% 686.3
Low 682.4 691.1 8.7 1.3% 675.4
Close 694.2 698.8 4.6 0.7% 682.1
Range 13.1 10.1 -3.0 -22.9% 10.9
ATR 10.0 10.0 0.0 0.0% 0.0
Volume 1,331 108,643 107,312 8,062.5% 474,920
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 727.3 723.3 704.3
R3 717.3 713.0 701.5
R2 707.3 707.3 700.8
R1 703.0 703.0 699.8 705.0
PP 697.0 697.0 697.0 698.0
S1 692.8 692.8 697.8 695.0
S2 687.0 687.0 697.0
S3 676.8 682.8 696.0
S4 666.8 672.8 693.3
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
5 701.2 675.4 25.8 3.7% 10.5 1.5% 91% True False 92,980
10 701.2 673.8 27.4 3.9% 10.3 1.5% 91% True False 111,602
20 701.2 660.8 40.4 5.8% 10.3 1.5% 94% True False 112,252
40 701.2 583.9 117.3 16.8% 9.3 1.3% 98% True False 56,756
60 701.2 577.1 124.1 17.8% 9.3 1.3% 98% True False 37,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 744.0
2.618 727.8
1.618 717.5
1.000 711.3
0.618 707.5
HIGH 701.3
0.618 697.3
0.500 696.3
0.382 695.0
LOW 691.0
0.618 684.8
1.000 681.0
1.618 674.8
2.618 664.8
4.250 648.3
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 698.0 695.3
PP 697.0 691.8
S1 696.3 688.3

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

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