ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 695.4 677.1 -18.3 -2.6% 657.3
High 706.6 686.6 -20.0 -2.8% 719.7
Low 677.5 664.3 -13.2 -1.9% 657.3
Close 683.0 672.6 -10.4 -1.5% 695.7
Range 29.1 22.3 -6.8 -23.4% 62.4
ATR 23.1 23.0 -0.1 -0.2% 0.0
Volume 196,347 193,188 -3,159 -1.6% 1,065,558
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 741.5 729.3 684.8
R3 719.0 707.0 678.8
R2 696.8 696.8 676.8
R1 684.8 684.8 674.8 679.5
PP 674.5 674.5 674.5 672.0
S1 662.5 662.5 670.5 657.3
S2 652.3 652.3 668.5
S3 630.0 640.0 666.5
S4 607.5 617.8 660.3
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
5 719.7 664.3 55.4 8.2% 24.5 3.6% 15% False True 185,274
10 719.7 629.2 90.5 13.5% 31.8 4.7% 48% False False 226,116
20 745.0 629.2 115.8 17.2% 24.8 3.7% 37% False False 200,124
40 745.0 629.2 115.8 17.2% 17.8 2.6% 37% False False 162,487
60 745.0 616.7 128.3 19.1% 15.0 2.2% 44% False False 129,705
80 745.0 577.1 167.9 25.0% 13.8 2.1% 57% False False 97,355
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 6.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 781.5
2.618 745.0
1.618 722.8
1.000 709.0
0.618 700.5
HIGH 686.5
0.618 678.0
0.500 675.5
0.382 672.8
LOW 664.3
0.618 650.5
1.000 642.0
1.618 628.3
2.618 606.0
4.250 569.5
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 675.5 685.5
PP 674.5 681.3
S1 673.5 677.0

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

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