ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 708.2 694.1 -14.1 -2.0% 657.3
High 712.3 704.4 -7.9 -1.1% 719.7
Low 684.7 676.0 -8.7 -1.3% 657.3
Close 695.7 695.1 -0.6 -0.1% 695.7
Range 27.6 28.4 0.8 2.9% 62.4
ATR 22.2 22.6 0.4 2.0% 0.0
Volume 156,100 199,849 43,749 28.0% 1,065,558
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 777.0 764.5 710.8
R3 748.8 736.0 703.0
R2 720.3 720.3 700.3
R1 707.8 707.8 697.8 714.0
PP 691.8 691.8 691.8 695.0
S1 679.3 679.3 692.5 685.5
S2 663.5 663.5 690.0
S3 635.0 650.8 687.3
S4 606.8 622.5 679.5
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
5 719.7 676.0 43.7 6.3% 25.8 3.7% 44% False True 183,963
10 730.9 629.2 101.7 14.6% 31.5 4.5% 65% False False 223,806
20 745.0 629.2 115.8 16.7% 23.5 3.4% 57% False False 196,391
40 745.0 629.2 115.8 16.7% 17.3 2.5% 57% False False 159,403
60 745.0 616.7 128.3 18.5% 14.5 2.1% 61% False False 123,246
80 745.0 577.1 167.9 24.2% 13.3 1.9% 70% False False 92,491
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 5.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 825.0
2.618 778.8
1.618 750.3
1.000 732.8
0.618 722.0
HIGH 704.5
0.618 693.5
0.500 690.3
0.382 686.8
LOW 676.0
0.618 658.5
1.000 647.5
1.618 630.0
2.618 601.8
4.250 555.3
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 693.5 697.8
PP 691.8 697.0
S1 690.3 696.0

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

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