ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 652.7 664.5 11.8 1.8% 635.3
High 670.3 672.5 2.2 0.3% 648.7
Low 652.4 659.4 7.0 1.1% 605.5
Close 666.2 666.9 0.7 0.1% 647.3
Range 17.9 13.1 -4.8 -26.8% 43.2
ATR 22.8 22.1 -0.7 -3.0% 0.0
Volume 105,481 99,743 -5,738 -5.4% 990,185
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 705.5 699.3 674.0
R3 692.5 686.3 670.5
R2 679.3 679.3 669.3
R1 673.3 673.3 668.0 676.3
PP 666.3 666.3 666.3 667.8
S1 660.0 660.0 665.8 663.3
S2 653.3 653.3 664.5
S3 640.0 647.0 663.3
S4 627.0 633.8 659.8
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 763.5 748.5 671.0
R3 720.3 705.3 659.3
R2 677.0 677.0 655.3
R1 662.3 662.3 651.3 669.5
PP 633.8 633.8 633.8 637.5
S1 619.0 619.0 643.3 626.5
S2 590.8 590.8 639.5
S3 547.5 575.8 635.5
S4 504.3 532.5 623.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.5 616.3 56.2 8.4% 18.3 2.8% 90% True False 133,552
10 672.5 605.5 67.0 10.0% 21.0 3.1% 92% True False 153,965
20 686.6 605.5 81.1 12.2% 23.3 3.5% 76% False False 173,124
40 745.0 605.5 139.5 20.9% 23.8 3.6% 44% False False 185,238
60 745.0 605.5 139.5 20.9% 19.5 2.9% 44% False False 165,031
80 745.0 605.5 139.5 20.9% 17.0 2.5% 44% False False 138,165
100 745.0 577.1 167.9 25.2% 15.5 2.3% 53% False False 110,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 728.3
2.618 706.8
1.618 693.8
1.000 685.5
0.618 680.5
HIGH 672.5
0.618 667.5
0.500 666.0
0.382 664.5
LOW 659.5
0.618 651.3
1.000 646.3
1.618 638.3
2.618 625.0
4.250 603.8
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 666.5 664.3
PP 666.3 661.5
S1 666.0 658.8

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

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