ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 721.3 723.4 2.1 0.3% 711.0
High 726.2 738.4 12.2 1.7% 740.5
Low 717.7 722.0 4.3 0.6% 699.7
Close 723.4 737.0 13.6 1.9% 739.1
Range 8.5 16.4 7.9 92.9% 40.8
ATR 12.0 12.3 0.3 2.7% 0.0
Volume 237,964 162,973 -74,991 -31.5% 880,842
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 781.8 775.8 746.0
R3 765.3 759.3 741.5
R2 748.8 748.8 740.0
R1 743.0 743.0 738.5 746.0
PP 732.5 732.5 732.5 734.0
S1 726.5 726.5 735.5 729.5
S2 716.0 716.0 734.0
S3 699.8 710.3 732.5
S4 683.3 693.8 728.0
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
5 745.0 717.7 27.3 3.7% 14.0 1.9% 71% False False 175,289
10 745.0 699.7 45.3 6.1% 14.5 2.0% 82% False False 171,073
20 745.0 675.4 69.6 9.4% 12.3 1.7% 89% False False 139,361
40 745.0 644.9 100.1 13.6% 11.0 1.5% 92% False False 119,654
60 745.0 577.1 167.9 22.8% 10.5 1.4% 95% False False 80,028
80 745.0 577.1 167.9 22.8% 9.8 1.3% 95% False False 60,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 808.0
2.618 781.3
1.618 765.0
1.000 754.8
0.618 748.5
HIGH 738.5
0.618 732.3
0.500 730.3
0.382 728.3
LOW 722.0
0.618 711.8
1.000 705.5
1.618 695.5
2.618 679.0
4.250 652.3
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 734.8 734.5
PP 732.5 731.8
S1 730.3 729.3

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

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