ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 687.5 689.0 1.5 0.2% 716.0
High 703.9 715.7 11.8 1.7% 731.7
Low 676.9 685.0 8.1 1.2% 629.2
Close 692.1 713.6 21.5 3.1% 651.8
Range 27.0 30.7 3.7 13.7% 102.5
ATR 21.6 22.3 0.6 3.0% 0.0
Volume 190,326 192,653 2,327 1.2% 1,174,295
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 796.8 786.0 730.5
R3 766.3 755.3 722.0
R2 735.5 735.5 719.3
R1 724.5 724.5 716.5 730.0
PP 704.8 704.8 704.8 707.5
S1 693.8 693.8 710.8 699.3
S2 674.0 674.0 708.0
S3 643.3 663.3 705.3
S4 612.8 632.5 696.8
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
5 715.7 629.2 86.5 12.1% 39.0 5.5% 98% True False 266,958
10 739.5 629.2 110.3 15.5% 30.0 4.2% 77% False False 222,254
20 745.0 629.2 115.8 16.2% 21.8 3.0% 73% False False 195,590
40 745.0 629.2 115.8 16.2% 16.0 2.3% 73% False False 157,819
60 745.0 616.5 128.5 18.0% 13.5 1.9% 76% False False 114,302
80 745.0 577.1 167.9 23.5% 12.8 1.8% 81% False False 85,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 846.3
2.618 796.0
1.618 765.3
1.000 746.5
0.618 734.8
HIGH 715.8
0.618 704.0
0.500 700.3
0.382 696.8
LOW 685.0
0.618 666.0
1.000 654.3
1.618 635.3
2.618 604.8
4.250 554.5
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 709.3 704.5
PP 704.8 695.5
S1 700.3 686.5

Download as Excel Spreadsheet

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

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