ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 728.9 739.0 10.1 1.4% 711.0
High 740.5 745.0 4.5 0.6% 740.5
Low 726.3 736.3 10.0 1.4% 699.7
Close 739.1 736.7 -2.4 -0.3% 739.1
Range 14.2 8.7 -5.5 -38.7% 40.8
ATR 11.7 11.4 -0.2 -1.8% 0.0
Volume 186,118 138,975 -47,143 -25.3% 880,842
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 765.5 759.8 741.5
R3 756.8 751.0 739.0
R2 748.0 748.0 738.3
R1 742.3 742.3 737.5 740.8
PP 739.3 739.3 739.3 738.5
S1 733.8 733.8 736.0 732.3
S2 730.8 730.8 735.0
S3 722.0 725.0 734.3
S4 713.3 716.3 732.0
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
5 745.0 709.2 35.8 4.9% 13.0 1.8% 77% True False 156,013
10 745.0 697.6 47.4 6.4% 13.0 1.7% 82% True False 150,453
20 745.0 675.4 69.6 9.4% 11.0 1.5% 88% True False 128,209
40 745.0 626.8 118.2 16.0% 10.5 1.4% 93% True False 106,095
60 745.0 577.1 167.9 22.8% 10.3 1.4% 95% True False 70,846
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 3 trading days
Fibonacci Retracements and Extensions
4.250 782.0
2.618 767.8
1.618 759.0
1.000 753.8
0.618 750.5
HIGH 745.0
0.618 741.8
0.500 740.8
0.382 739.5
LOW 736.3
0.618 731.0
1.000 727.5
1.618 722.3
2.618 713.5
4.250 699.3
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 740.8 734.0
PP 739.3 731.5
S1 738.0 729.0

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

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