ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 720.4 711.0 -9.4 -1.3% 702.0
High 723.2 716.2 -7.0 -1.0% 724.1
Low 707.9 699.7 -8.2 -1.2% 697.6
Close 713.8 711.4 -2.4 -0.3% 713.8
Range 15.3 16.5 1.2 7.8% 26.5
ATR 10.3 10.7 0.4 4.3% 0.0
Volume 139,560 239,750 100,190 71.8% 597,391
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 758.5 751.5 720.5
R3 742.0 735.0 716.0
R2 725.5 725.5 714.5
R1 718.5 718.5 713.0 722.0
PP 709.0 709.0 709.0 711.0
S1 702.0 702.0 710.0 705.5
S2 692.5 692.5 708.5
S3 676.0 685.5 706.8
S4 659.5 669.0 702.3
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% 12.8 1.8% 52% False False 144,894
10 724.1 689.7 34.4 4.8% 10.8 1.5% 63% False False 130,786
20 724.1 664.1 60.0 8.4% 11.0 1.5% 79% False False 122,415
40 724.1 616.7 107.4 15.1% 9.8 1.4% 88% False False 86,673
60 724.1 577.1 147.0 20.7% 10.0 1.4% 91% False False 57,858
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 3.2
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 786.3
2.618 759.5
1.618 743.0
1.000 732.8
0.618 726.5
HIGH 716.3
0.618 710.0
0.500 708.0
0.382 706.0
LOW 699.8
0.618 689.5
1.000 683.3
1.618 673.0
2.618 656.5
4.250 629.5
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 710.3 712.0
PP 709.0 711.8
S1 708.0 711.5

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

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