ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 677.1 675.7 -1.4 -0.2% 657.3
High 686.6 676.4 -10.2 -1.5% 719.7
Low 664.3 634.7 -29.6 -4.5% 657.3
Close 672.6 640.0 -32.6 -4.8% 695.7
Range 22.3 41.7 19.4 87.0% 62.4
ATR 23.0 24.4 1.3 5.8% 0.0
Volume 193,188 226,794 33,606 17.4% 1,065,558
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 775.5 749.5 663.0
R3 733.8 707.8 651.5
R2 692.0 692.0 647.8
R1 666.0 666.0 643.8 658.3
PP 650.3 650.3 650.3 646.5
S1 624.3 624.3 636.3 616.5
S2 608.8 608.8 632.3
S3 567.0 582.8 628.5
S4 525.3 541.0 617.0
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
5 712.3 634.7 77.6 12.1% 29.8 4.7% 7% False True 194,455
10 719.7 634.7 85.0 13.3% 28.8 4.5% 6% False True 227,107
20 745.0 629.2 115.8 18.1% 26.0 4.1% 9% False False 204,459
40 745.0 629.2 115.8 18.1% 18.5 2.9% 9% False False 164,955
60 745.0 616.7 128.3 20.0% 15.5 2.4% 18% False False 133,483
80 745.0 577.1 167.9 26.2% 14.3 2.2% 37% False False 100,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 853.5
2.618 785.5
1.618 743.8
1.000 718.0
0.618 702.3
HIGH 676.5
0.618 660.5
0.500 655.5
0.382 650.8
LOW 634.8
0.618 609.0
1.000 593.0
1.618 567.3
2.618 525.5
4.250 457.5
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 655.5 670.8
PP 650.3 660.5
S1 645.3 650.3

Download as Excel Spreadsheet

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

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