ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 729.7 708.8 -20.9 -2.9% 739.0
High 730.9 712.7 -18.2 -2.5% 745.0
Low 703.7 692.5 -11.2 -1.6% 713.8
Close 710.7 698.8 -11.9 -1.7% 715.5
Range 27.2 20.2 -7.0 -25.7% 31.2
ATR 14.4 14.8 0.4 2.9% 0.0
Volume 136,110 230,320 94,210 69.2% 847,037
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 762.0 750.5 710.0
R3 741.8 730.3 704.3
R2 721.5 721.5 702.5
R1 710.3 710.3 700.8 705.8
PP 701.3 701.3 701.3 699.0
S1 690.0 690.0 697.0 685.5
S2 681.3 681.3 695.0
S3 661.0 669.8 693.3
S4 640.8 649.5 687.8
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
5 739.5 692.5 47.0 6.7% 21.0 3.0% 13% False True 177,550
10 745.0 692.5 52.5 7.5% 18.0 2.6% 12% False True 174,132
20 745.0 689.7 55.3 7.9% 14.5 2.1% 16% False False 157,354
40 745.0 664.1 80.9 11.6% 12.3 1.8% 43% False False 137,417
60 745.0 586.0 159.0 22.8% 11.0 1.6% 71% False False 92,090
80 745.0 577.1 167.9 24.0% 10.8 1.5% 72% False False 69,100
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 798.5
2.618 765.5
1.618 745.5
1.000 733.0
0.618 725.3
HIGH 712.8
0.618 705.0
0.500 702.5
0.382 700.3
LOW 692.5
0.618 680.0
1.000 672.3
1.618 659.8
2.618 639.5
4.250 606.8
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 702.5 712.0
PP 701.3 707.8
S1 700.0 703.3

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

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