ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 716.0 729.7 13.7 1.9% 739.0
High 731.7 730.9 -0.8 -0.1% 745.0
Low 716.0 703.7 -12.3 -1.7% 713.8
Close 730.0 710.7 -19.3 -2.6% 715.5
Range 15.7 27.2 11.5 73.2% 31.2
ATR 13.4 14.4 1.0 7.3% 0.0
Volume 201,642 136,110 -65,532 -32.5% 847,037
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 796.8 781.0 725.8
R3 769.5 753.8 718.3
R2 742.3 742.3 715.8
R1 726.5 726.5 713.3 720.8
PP 715.0 715.0 715.0 712.3
S1 699.3 699.3 708.3 693.5
S2 688.0 688.0 705.8
S3 660.8 672.0 703.3
S4 633.5 645.0 695.8
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
5 739.5 703.7 35.8 5.0% 18.8 2.6% 20% False True 179,079
10 745.0 703.7 41.3 5.8% 16.8 2.4% 17% False True 164,877
20 745.0 689.7 55.3 7.8% 14.0 2.0% 38% False False 151,255
40 745.0 660.8 84.2 11.8% 12.0 1.7% 59% False False 131,753
60 745.0 583.9 161.1 22.7% 11.0 1.5% 79% False False 88,255
80 745.0 577.1 167.9 23.6% 10.5 1.5% 80% False False 66,222
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 3.1
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 846.5
2.618 802.0
1.618 775.0
1.000 758.0
0.618 747.8
HIGH 731.0
0.618 720.5
0.500 717.3
0.382 714.0
LOW 703.8
0.618 687.0
1.000 676.5
1.618 659.8
2.618 632.5
4.250 588.0
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 717.3 721.5
PP 715.0 718.0
S1 713.0 714.3

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

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