ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 702.0 702.7 0.7 0.1% 684.0
High 705.8 707.4 1.6 0.2% 702.3
Low 699.4 697.6 -1.8 -0.3% 682.4
Close 702.1 704.7 2.6 0.4% 701.3
Range 6.4 9.8 3.4 53.1% 19.9
ATR 9.7 9.7 0.0 0.1% 0.0
Volume 112,669 93,972 -18,697 -16.6% 472,053
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 732.8 728.5 710.0
R3 722.8 718.8 707.5
R2 713.0 713.0 706.5
R1 708.8 708.8 705.5 711.0
PP 703.3 703.3 703.3 704.3
S1 699.0 699.0 703.8 701.3
S2 693.5 693.5 703.0
S3 683.8 689.3 702.0
S4 673.8 679.5 699.3
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
5 707.4 689.7 17.7 2.5% 9.0 1.3% 85% True False 113,744
10 707.4 675.4 32.0 4.5% 9.8 1.4% 92% True False 103,362
20 707.4 664.1 43.3 6.1% 10.0 1.4% 94% True False 122,135
40 707.4 607.8 99.6 14.1% 9.3 1.3% 97% True False 70,916
60 707.4 577.1 130.3 18.5% 9.5 1.4% 98% True False 47,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 749.0
2.618 733.0
1.618 723.3
1.000 717.3
0.618 713.5
HIGH 707.5
0.618 703.8
0.500 702.5
0.382 701.3
LOW 697.5
0.618 691.5
1.000 687.8
1.618 681.8
2.618 672.0
4.250 656.0
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 704.0 703.3
PP 703.3 701.8
S1 702.5 700.3

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

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