ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 658.1 667.2 9.1 1.4% 663.0
High 669.4 670.6 1.2 0.2% 670.6
Low 657.0 632.0 -25.0 -3.8% 632.0
Close 668.5 635.7 -32.8 -4.9% 635.7
Range 12.4 38.6 26.2 211.3% 38.6
ATR 23.3 24.4 1.1 4.7% 0.0
Volume 126,181 133,301 7,120 5.6% 427,248
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 762.0 737.5 657.0
R3 723.3 698.8 646.3
R2 684.8 684.8 642.8
R1 660.3 660.3 639.3 653.3
PP 646.0 646.0 646.0 642.5
S1 621.5 621.5 632.3 614.5
S2 607.5 607.5 628.5
S3 569.0 583.0 625.0
S4 530.3 544.5 614.5
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 762.0 737.5 657.0
R3 723.3 698.8 646.3
R2 684.8 684.8 642.8
R1 660.3 660.3 639.3 653.3
PP 646.0 646.0 646.0 642.5
S1 621.5 621.5 632.3 614.5
S2 607.5 607.5 628.5
S3 569.0 583.0 625.0
S4 530.3 544.5 614.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671.9 632.0 39.9 6.3% 22.5 3.5% 9% False True 119,683
10 671.9 615.6 56.3 8.9% 24.3 3.8% 36% False False 176,233
20 719.7 615.6 104.1 16.4% 26.5 4.2% 19% False False 201,670
40 745.0 615.6 129.4 20.4% 22.0 3.5% 16% False False 181,530
60 745.0 615.6 129.4 20.4% 18.0 2.8% 16% False False 162,215
80 745.0 587.0 158.0 24.9% 15.8 2.5% 31% False False 122,178
100 745.0 577.1 167.9 26.4% 14.5 2.3% 35% False False 97,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 834.8
2.618 771.8
1.618 733.0
1.000 709.3
0.618 694.5
HIGH 670.5
0.618 655.8
0.500 651.3
0.382 646.8
LOW 632.0
0.618 608.3
1.000 593.5
1.618 569.5
2.618 531.0
4.250 468.0
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 651.3 651.3
PP 646.0 646.0
S1 641.0 641.0

Download as Excel Spreadsheet

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

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