ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 699.9 666.9 -33.0 -4.7% 716.0
High 702.5 675.7 -26.8 -3.8% 731.7
Low 629.2 644.7 15.5 2.5% 629.2
Close 668.3 651.8 -16.5 -2.5% 651.8
Range 73.3 31.0 -42.3 -57.7% 102.5
ATR 19.0 19.9 0.9 4.5% 0.0
Volume 216,889 389,334 172,445 79.5% 1,174,295
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 750.5 732.0 668.8
R3 719.5 701.0 660.3
R2 688.5 688.5 657.5
R1 670.0 670.0 654.8 663.8
PP 657.5 657.5 657.5 654.3
S1 639.0 639.0 649.0 632.8
S2 626.5 626.5 646.0
S3 595.5 608.0 643.3
S4 564.5 577.0 634.8
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 978.5 917.5 708.3
R3 876.0 815.0 680.0
R2 773.5 773.5 670.5
R1 712.5 712.5 661.3 691.8
PP 671.0 671.0 671.0 660.5
S1 610.0 610.0 642.5 589.3
S2 568.5 568.5 633.0
S3 466.0 507.5 623.5
S4 363.5 405.0 595.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 731.7 629.2 102.5 15.7% 33.5 5.1% 22% False False 234,859
10 745.0 629.2 115.8 17.8% 25.0 3.8% 20% False False 202,133
20 745.0 629.2 115.8 17.8% 18.8 2.9% 20% False False 174,978
40 745.0 629.2 115.8 17.8% 14.5 2.2% 20% False False 151,165
60 745.0 594.3 150.7 23.1% 12.5 1.9% 38% False False 102,166
80 745.0 577.1 167.9 25.8% 11.8 1.8% 44% False False 76,677
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 2 trading days
Fibonacci Retracements and Extensions
4.250 807.5
2.618 756.8
1.618 725.8
1.000 706.8
0.618 694.8
HIGH 675.8
0.618 663.8
0.500 660.3
0.382 656.5
LOW 644.8
0.618 625.5
1.000 613.8
1.618 594.5
2.618 563.5
4.250 513.0
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 660.3 671.0
PP 657.5 664.5
S1 654.5 658.3

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

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