ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 698.5 697.1 -1.4 -0.2% 678.7
High 701.2 700.3 -0.9 -0.1% 686.3
Low 692.7 689.7 -3.0 -0.4% 675.4
Close 697.4 696.9 -0.5 -0.1% 682.1
Range 8.5 10.6 2.1 24.7% 10.9
ATR 9.9 10.0 0.0 0.5% 0.0
Volume 108,329 136,178 27,849 25.7% 474,920
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 727.5 722.8 702.8
R3 716.8 712.3 699.8
R2 706.3 706.3 698.8
R1 701.5 701.5 697.8 698.5
PP 695.8 695.8 695.8 694.3
S1 691.0 691.0 696.0 688.0
S2 685.0 685.0 695.0
S3 674.5 680.3 694.0
S4 663.8 669.8 691.0
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
5 701.2 675.4 25.8 3.7% 10.5 1.5% 83% False False 100,219
10 701.2 673.8 27.4 3.9% 10.3 1.5% 84% False False 109,934
20 701.2 664.1 37.1 5.3% 10.3 1.5% 88% False False 123,587
40 701.2 587.0 114.2 16.4% 9.5 1.3% 96% False False 62,827
60 701.2 577.1 124.1 17.8% 9.3 1.3% 97% False False 41,951
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 745.3
2.618 728.0
1.618 717.5
1.000 711.0
0.618 706.8
HIGH 700.3
0.618 696.3
0.500 695.0
0.382 693.8
LOW 689.8
0.618 683.3
1.000 679.0
1.618 672.5
2.618 662.0
4.250 644.8
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 696.3 696.5
PP 695.8 696.0
S1 695.0 695.5

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

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