ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 706.5 720.2 13.7 1.9% 684.0
High 721.0 724.1 3.1 0.4% 702.3
Low 705.8 717.4 11.6 1.6% 682.4
Close 720.1 722.9 2.8 0.4% 701.3
Range 15.2 6.7 -8.5 -55.9% 19.9
ATR 10.2 9.9 -0.2 -2.4% 0.0
Volume 109,684 141,506 31,822 29.0% 472,053
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 741.5 739.0 726.5
R3 734.8 732.3 724.8
R2 728.3 728.3 724.3
R1 725.5 725.5 723.5 726.8
PP 721.5 721.5 721.5 722.0
S1 718.8 718.8 722.3 720.3
S2 714.8 714.8 721.8
S3 708.0 712.3 721.0
S4 701.3 705.5 719.3
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
5 724.1 693.1 31.0 4.3% 9.5 1.3% 96% True False 115,080
10 724.1 675.4 48.7 6.7% 10.0 1.4% 98% True False 107,650
20 724.1 664.1 60.0 8.3% 10.5 1.4% 98% True False 118,658
40 724.1 616.7 107.4 14.9% 9.5 1.3% 99% True False 77,194
60 724.1 577.1 147.0 20.3% 9.8 1.3% 99% True False 51,540
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 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 752.5
2.618 741.8
1.618 735.0
1.000 730.8
0.618 728.3
HIGH 724.0
0.618 721.5
0.500 720.8
0.382 720.0
LOW 717.5
0.618 713.3
1.000 710.8
1.618 706.5
2.618 699.8
4.250 689.0
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 722.3 719.0
PP 721.5 714.8
S1 720.8 710.8

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

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