ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 708.8 699.9 -8.9 -1.3% 739.0
High 712.7 702.5 -10.2 -1.4% 745.0
Low 692.5 629.2 -63.3 -9.1% 713.8
Close 698.8 668.3 -30.5 -4.4% 715.5
Range 20.2 73.3 53.1 262.9% 31.2
ATR 14.8 19.0 4.2 28.1% 0.0
Volume 230,320 216,889 -13,431 -5.8% 847,037
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 886.5 850.8 708.5
R3 813.3 777.5 688.5
R2 740.0 740.0 681.8
R1 704.3 704.3 675.0 685.5
PP 666.8 666.8 666.8 657.3
S1 630.8 630.8 661.5 612.0
S2 593.3 593.3 654.8
S3 520.0 557.5 648.3
S4 446.8 484.3 628.0
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
5 739.5 629.2 110.3 16.5% 32.5 4.9% 35% False True 188,333
10 745.0 629.2 115.8 17.3% 23.3 3.5% 34% False True 181,811
20 745.0 629.2 115.8 17.3% 17.8 2.6% 34% False True 161,390
40 745.0 629.2 115.8 17.3% 14.0 2.1% 34% False True 142,488
60 745.0 587.0 158.0 23.6% 12.3 1.8% 51% False False 95,681
80 745.0 577.1 167.9 25.1% 11.5 1.7% 54% False False 71,811
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 2.6
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 1,014.0
2.618 894.5
1.618 821.0
1.000 775.8
0.618 747.8
HIGH 702.5
0.618 674.5
0.500 665.8
0.382 657.3
LOW 629.3
0.618 584.0
1.000 556.0
1.618 510.5
2.618 437.3
4.250 317.8
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 667.5 680.0
PP 666.8 676.3
S1 665.8 672.3

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

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