ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 689.0 711.7 22.7 3.3% 716.0
High 715.7 719.7 4.0 0.6% 731.7
Low 685.0 704.4 19.4 2.8% 629.2
Close 713.6 710.0 -3.6 -0.5% 651.8
Range 30.7 15.3 -15.4 -50.2% 102.5
ATR 22.3 21.8 -0.5 -2.2% 0.0
Volume 192,653 180,887 -11,766 -6.1% 1,174,295
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 757.3 749.0 718.5
R3 742.0 733.8 714.3
R2 726.8 726.8 712.8
R1 718.3 718.3 711.5 714.8
PP 711.3 711.3 711.3 709.5
S1 703.0 703.0 708.5 699.5
S2 696.0 696.0 707.3
S3 680.8 687.8 705.8
S4 665.5 672.5 701.5
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
5 719.7 644.7 75.0 10.6% 27.5 3.9% 87% True False 259,758
10 739.5 629.2 110.3 15.5% 30.0 4.2% 73% False False 224,046
20 745.0 629.2 115.8 16.3% 22.3 3.1% 70% False False 197,559
40 745.0 629.2 115.8 16.3% 16.3 2.3% 70% False False 158,109
60 745.0 616.7 128.3 18.1% 13.8 1.9% 73% False False 117,316
80 745.0 577.1 167.9 23.6% 12.8 1.8% 79% False False 88,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 784.8
2.618 759.8
1.618 744.5
1.000 735.0
0.618 729.3
HIGH 719.8
0.618 713.8
0.500 712.0
0.382 710.3
LOW 704.5
0.618 695.0
1.000 689.0
1.618 679.8
2.618 664.3
4.250 639.5
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 712.0 706.0
PP 711.3 702.3
S1 710.8 698.3

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

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