ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 711.7 708.2 -3.5 -0.5% 657.3
High 719.7 712.3 -7.4 -1.0% 719.7
Low 704.4 684.7 -19.7 -2.8% 657.3
Close 710.0 695.7 -14.3 -2.0% 695.7
Range 15.3 27.6 12.3 80.4% 62.4
ATR 21.8 22.2 0.4 1.9% 0.0
Volume 180,887 156,100 -24,787 -13.7% 1,065,558
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 780.3 765.8 711.0
R3 752.8 738.0 703.3
R2 725.3 725.3 700.8
R1 710.5 710.5 698.3 704.0
PP 697.5 697.5 697.5 694.3
S1 682.8 682.8 693.3 676.5
S2 670.0 670.0 690.8
S3 642.3 655.3 688.0
S4 614.8 627.8 680.5
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 878.0 849.3 730.0
R3 815.8 787.0 712.8
R2 753.3 753.3 707.3
R1 724.5 724.5 701.5 739.0
PP 691.0 691.0 691.0 698.0
S1 662.0 662.0 690.0 676.5
S2 628.5 628.5 684.3
S3 566.0 599.8 678.5
S4 503.8 537.3 661.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 719.7 657.3 62.4 9.0% 26.8 3.8% 62% False False 213,111
10 731.7 629.2 102.5 14.7% 30.3 4.3% 65% False False 223,985
20 745.0 629.2 115.8 16.6% 22.8 3.3% 57% False False 198,386
40 745.0 629.2 115.8 16.6% 16.8 2.4% 57% False False 158,149
60 745.0 616.7 128.3 18.4% 14.0 2.0% 62% False False 119,917
80 745.0 577.1 167.9 24.1% 13.0 1.9% 71% False False 89,996
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 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 829.5
2.618 784.5
1.618 757.0
1.000 740.0
0.618 729.3
HIGH 712.3
0.618 701.8
0.500 698.5
0.382 695.3
LOW 684.8
0.618 667.8
1.000 657.0
1.618 640.0
2.618 612.5
4.250 567.5
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 698.5 702.3
PP 697.5 700.0
S1 696.8 697.8

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

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