ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 723.4 736.8 13.4 1.9% 739.0
High 738.4 739.5 1.1 0.1% 745.0
Low 722.0 713.8 -8.2 -1.1% 713.8
Close 737.0 715.5 -21.5 -2.9% 715.5
Range 16.4 25.7 9.3 56.7% 31.2
ATR 12.3 13.2 1.0 7.8% 0.0
Volume 162,973 156,708 -6,265 -3.8% 847,037
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 800.0 783.5 729.8
R3 774.3 757.8 722.5
R2 748.8 748.8 720.3
R1 732.0 732.0 717.8 727.5
PP 723.0 723.0 723.0 720.8
S1 706.3 706.3 713.3 701.8
S2 697.3 697.3 710.8
S3 671.5 680.8 708.5
S4 645.8 655.0 701.3
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 818.3 798.3 732.8
R3 787.3 767.0 724.0
R2 756.0 756.0 721.3
R1 735.8 735.8 718.3 730.3
PP 724.8 724.8 724.8 722.0
S1 704.5 704.5 712.8 699.0
S2 693.5 693.5 709.8
S3 662.3 673.3 707.0
S4 631.3 642.3 698.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 745.0 713.8 31.2 4.4% 16.3 2.3% 5% False True 169,407
10 745.0 699.7 45.3 6.3% 15.5 2.2% 35% False False 172,787
20 745.0 682.4 62.6 8.7% 13.0 1.8% 53% False False 139,866
40 745.0 650.6 94.4 13.2% 11.5 1.6% 69% False False 123,533
60 745.0 577.1 167.9 23.5% 10.5 1.5% 82% False False 82,631
80 745.0 577.1 167.9 23.5% 10.0 1.4% 82% False False 62,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 848.8
2.618 806.8
1.618 781.0
1.000 765.3
0.618 755.5
HIGH 739.5
0.618 729.8
0.500 726.8
0.382 723.5
LOW 713.8
0.618 698.0
1.000 688.0
1.618 672.3
2.618 646.5
4.250 604.5
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 726.8 726.8
PP 723.0 723.0
S1 719.3 719.3

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

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