ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 720.9 728.9 8.0 1.1% 711.0
High 733.3 740.5 7.2 1.0% 740.5
Low 712.9 726.3 13.4 1.9% 699.7
Close 729.0 739.1 10.1 1.4% 739.1
Range 20.4 14.2 -6.2 -30.4% 40.8
ATR 11.5 11.7 0.2 1.7% 0.0
Volume 140,099 186,118 46,019 32.8% 880,842
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 778.0 772.8 747.0
R3 763.8 758.5 743.0
R2 749.5 749.5 741.8
R1 744.3 744.3 740.5 747.0
PP 735.3 735.3 735.3 736.5
S1 730.0 730.0 737.8 732.8
S2 721.0 721.0 736.5
S3 707.0 716.0 735.3
S4 692.8 701.8 731.3
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 848.8 834.8 761.5
R3 808.0 794.0 750.3
R2 767.3 767.3 746.5
R1 753.3 753.3 742.8 760.3
PP 726.5 726.5 726.5 730.0
S1 712.3 712.3 735.3 719.5
S2 685.8 685.8 731.5
S3 644.8 671.5 728.0
S4 604.0 630.8 716.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 740.5 699.7 40.8 5.5% 14.8 2.0% 97% True False 176,168
10 740.5 697.6 42.9 5.8% 12.8 1.7% 97% True False 147,823
20 740.5 673.8 66.7 9.0% 11.3 1.5% 98% True False 128,859
40 740.5 621.3 119.2 16.1% 10.5 1.4% 99% True False 102,644
60 740.5 577.1 163.4 22.1% 10.3 1.4% 99% True False 68,532
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 800.8
2.618 777.8
1.618 763.5
1.000 754.8
0.618 749.3
HIGH 740.5
0.618 735.0
0.500 733.5
0.382 731.8
LOW 726.3
0.618 717.5
1.000 712.0
1.618 703.3
2.618 689.0
4.250 666.0
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 737.3 735.0
PP 735.3 730.8
S1 733.5 726.8

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

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