ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 736.8 716.0 -20.8 -2.8% 739.0
High 739.5 731.7 -7.8 -1.1% 745.0
Low 713.8 716.0 2.2 0.3% 713.8
Close 715.5 730.0 14.5 2.0% 715.5
Range 25.7 15.7 -10.0 -38.9% 31.2
ATR 13.2 13.4 0.2 1.6% 0.0
Volume 156,708 201,642 44,934 28.7% 847,037
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 773.0 767.3 738.8
R3 757.3 751.5 734.3
R2 741.5 741.5 733.0
R1 735.8 735.8 731.5 738.8
PP 726.0 726.0 726.0 727.3
S1 720.0 720.0 728.5 723.0
S2 710.3 710.3 727.0
S3 694.5 704.5 725.8
S4 678.8 688.8 721.3
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
5 740.9 713.8 27.1 3.7% 17.8 2.4% 60% False False 181,940
10 745.0 709.2 35.8 4.9% 15.5 2.1% 58% False False 168,977
20 745.0 689.7 55.3 7.6% 13.0 1.8% 73% False False 149,881
40 745.0 660.8 84.2 11.5% 11.5 1.6% 82% False False 128,462
60 745.0 583.5 161.5 22.1% 10.5 1.4% 91% False False 85,990
80 745.0 577.1 167.9 23.0% 10.3 1.4% 91% False False 64,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 798.5
2.618 772.8
1.618 757.0
1.000 747.5
0.618 741.5
HIGH 731.8
0.618 725.8
0.500 723.8
0.382 722.0
LOW 716.0
0.618 706.3
1.000 700.3
1.618 690.5
2.618 675.0
4.250 649.3
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 728.0 729.0
PP 726.0 727.8
S1 723.8 726.8

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

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