ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 720.2 720.4 0.2 0.0% 702.0
High 724.1 723.2 -0.9 -0.1% 724.1
Low 717.4 707.9 -9.5 -1.3% 697.6
Close 722.9 713.8 -9.1 -1.3% 713.8
Range 6.7 15.3 8.6 128.4% 26.5
ATR 9.9 10.3 0.4 3.9% 0.0
Volume 141,506 139,560 -1,946 -1.4% 597,391
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 760.8 752.8 722.3
R3 745.5 737.3 718.0
R2 730.3 730.3 716.5
R1 722.0 722.0 715.3 718.5
PP 715.0 715.0 715.0 713.3
S1 706.8 706.8 712.5 703.3
S2 699.8 699.8 711.0
S3 684.3 691.5 709.5
S4 669.0 676.3 705.5
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 791.3 779.0 728.5
R3 764.8 752.5 721.0
R2 738.3 738.3 718.8
R1 726.0 726.0 716.3 732.3
PP 711.8 711.8 711.8 715.0
S1 699.5 699.5 711.3 705.8
S2 685.3 685.3 709.0
S3 658.8 673.0 706.5
S4 632.3 646.5 699.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.1 697.6 26.5 3.7% 10.8 1.5% 61% False False 119,478
10 724.1 682.4 41.7 5.8% 10.5 1.5% 75% False False 106,944
20 724.1 664.1 60.0 8.4% 10.8 1.5% 83% False False 117,911
40 724.1 616.7 107.4 15.0% 9.8 1.4% 90% False False 80,682
60 724.1 577.1 147.0 20.6% 9.8 1.4% 93% False False 53,866
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 2.9
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 788.3
2.618 763.3
1.618 748.0
1.000 738.5
0.618 732.8
HIGH 723.3
0.618 717.3
0.500 715.5
0.382 713.8
LOW 708.0
0.618 698.5
1.000 692.5
1.618 683.3
2.618 667.8
4.250 643.0
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 715.5 715.0
PP 715.0 714.5
S1 714.5 714.3

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

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