ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 697.3 702.0 4.7 0.7% 684.0
High 702.3 705.8 3.5 0.5% 702.3
Low 693.1 699.4 6.3 0.9% 682.4
Close 701.3 702.1 0.8 0.1% 701.3
Range 9.2 6.4 -2.8 -30.4% 19.9
ATR 9.9 9.7 -0.3 -2.5% 0.0
Volume 117,572 112,669 -4,903 -4.2% 472,053
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 721.8 718.3 705.5
R3 715.3 711.8 703.8
R2 708.8 708.8 703.3
R1 705.5 705.5 702.8 707.3
PP 702.5 702.5 702.5 703.3
S1 699.0 699.0 701.5 700.8
S2 696.0 696.0 701.0
S3 689.8 692.8 700.3
S4 683.3 686.3 698.5
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 755.0 748.0 712.3
R3 735.3 728.3 706.8
R2 715.3 715.3 705.0
R1 708.3 708.3 703.0 711.8
PP 695.3 695.3 695.3 697.0
S1 688.3 688.3 699.5 691.8
S2 675.5 675.5 697.8
S3 655.5 668.5 695.8
S4 635.8 648.5 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.8 689.7 16.1 2.3% 9.0 1.3% 77% True False 116,678
10 705.8 675.4 30.4 4.3% 9.3 1.3% 88% True False 105,964
20 705.8 664.1 41.7 5.9% 10.0 1.4% 91% True False 124,713
40 705.8 607.7 98.1 14.0% 9.0 1.3% 96% True False 68,568
60 705.8 577.1 128.7 18.3% 9.5 1.3% 97% True False 45,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 733.0
2.618 722.5
1.618 716.3
1.000 712.3
0.618 709.8
HIGH 705.8
0.618 703.3
0.500 702.5
0.382 701.8
LOW 699.5
0.618 695.5
1.000 693.0
1.618 689.0
2.618 682.8
4.250 672.3
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 702.5 700.8
PP 702.5 699.3
S1 702.3 697.8

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

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