ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 702.7 706.5 3.8 0.5% 684.0
High 707.4 721.0 13.6 1.9% 702.3
Low 697.6 705.8 8.2 1.2% 682.4
Close 704.7 720.1 15.4 2.2% 701.3
Range 9.8 15.2 5.4 55.1% 19.9
ATR 9.7 10.2 0.5 4.9% 0.0
Volume 93,972 109,684 15,712 16.7% 472,053
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 761.3 755.8 728.5
R3 746.0 740.8 724.3
R2 730.8 730.8 723.0
R1 725.5 725.5 721.5 728.3
PP 715.8 715.8 715.8 717.0
S1 710.3 710.3 718.8 713.0
S2 700.5 700.5 717.3
S3 685.3 695.0 716.0
S4 670.0 679.8 711.8
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
5 721.0 689.7 31.3 4.3% 10.3 1.4% 97% True False 114,015
10 721.0 675.4 45.6 6.3% 10.3 1.4% 98% True False 104,144
20 721.0 664.1 56.9 7.9% 10.5 1.5% 98% True False 120,048
40 721.0 616.5 104.5 14.5% 9.5 1.3% 99% True False 73,658
60 721.0 577.1 143.9 20.0% 9.8 1.3% 99% True False 49,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 785.5
2.618 760.8
1.618 745.5
1.000 736.3
0.618 730.5
HIGH 721.0
0.618 715.3
0.500 713.5
0.382 711.5
LOW 705.8
0.618 696.5
1.000 690.5
1.618 681.3
2.618 666.0
4.250 641.3
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 717.8 716.5
PP 715.8 713.0
S1 713.5 709.3

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

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