ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 739.0 736.0 -3.0 -0.4% 711.0
High 745.0 740.9 -4.1 -0.6% 740.5
Low 736.3 718.6 -17.7 -2.4% 699.7
Close 736.7 721.2 -15.5 -2.1% 739.1
Range 8.7 22.3 13.6 156.3% 40.8
ATR 11.4 12.2 0.8 6.8% 0.0
Volume 138,975 150,417 11,442 8.2% 880,842
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 793.8 779.8 733.5
R3 771.5 757.5 727.3
R2 749.3 749.3 725.3
R1 735.3 735.3 723.3 731.0
PP 727.0 727.0 727.0 724.8
S1 713.0 713.0 719.3 708.8
S2 704.5 704.5 717.0
S3 682.3 690.5 715.0
S4 660.0 668.3 709.0
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
5 745.0 712.9 32.1 4.5% 14.8 2.0% 26% False False 150,675
10 745.0 699.7 45.3 6.3% 14.3 2.0% 47% False False 156,098
20 745.0 675.4 69.6 9.7% 12.0 1.7% 66% False False 129,730
40 745.0 637.2 107.8 14.9% 10.8 1.5% 78% False False 109,850
60 745.0 577.1 167.9 23.3% 10.3 1.4% 86% False False 73,349
80 745.0 577.1 167.9 23.3% 9.8 1.3% 86% False False 55,037
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 3.6
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 835.8
2.618 799.3
1.618 777.0
1.000 763.3
0.618 754.8
HIGH 741.0
0.618 732.5
0.500 729.8
0.382 727.0
LOW 718.5
0.618 704.8
1.000 696.3
1.618 682.5
2.618 660.3
4.250 623.8
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 729.8 731.8
PP 727.0 728.3
S1 724.0 724.8

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

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