ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 736.0 721.3 -14.7 -2.0% 711.0
High 740.9 726.2 -14.7 -2.0% 740.5
Low 718.6 717.7 -0.9 -0.1% 699.7
Close 721.2 723.4 2.2 0.3% 739.1
Range 22.3 8.5 -13.8 -61.9% 40.8
ATR 12.2 12.0 -0.3 -2.2% 0.0
Volume 150,417 237,964 87,547 58.2% 880,842
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 748.0 744.3 728.0
R3 739.5 735.8 725.8
R2 731.0 731.0 725.0
R1 727.3 727.3 724.3 729.0
PP 722.5 722.5 722.5 723.5
S1 718.8 718.8 722.5 720.5
S2 714.0 714.0 721.8
S3 705.5 710.3 721.0
S4 697.0 701.8 718.8
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 4.4% 14.8 2.0% 33% False False 170,714
10 745.0 699.7 45.3 6.3% 13.5 1.9% 52% False False 168,926
20 745.0 675.4 69.6 9.6% 12.0 1.6% 69% False False 136,535
40 745.0 644.3 100.7 13.9% 10.8 1.5% 79% False False 115,684
60 745.0 577.1 167.9 23.2% 10.5 1.4% 87% False False 77,315
80 745.0 577.1 167.9 23.2% 9.8 1.3% 87% False False 58,012
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 762.3
2.618 748.5
1.618 740.0
1.000 734.8
0.618 731.5
HIGH 726.3
0.618 723.0
0.500 722.0
0.382 721.0
LOW 717.8
0.618 712.5
1.000 709.3
1.618 704.0
2.618 695.5
4.250 681.5
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 723.0 731.3
PP 722.5 728.8
S1 722.0 726.0

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

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