ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 662.0 667.7 5.7 0.9% 645.8
High 671.8 669.3 -2.6 -0.4% 672.5
Low 656.4 665.0 8.6 1.3% 645.2
Close 667.5 669.3 1.8 0.3% 669.3
Range 15.4 4.3 -11.2 -72.4% 27.3
ATR 21.6 20.4 -1.2 -5.7% 0.0
Volume 73,609 23,456 -50,153 -68.1% 387,049
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 680.5 679.3 671.5
R3 676.3 675.0 670.5
R2 672.0 672.0 670.0
R1 670.8 670.8 669.8 671.5
PP 667.8 667.8 667.8 668.3
S1 666.5 666.5 668.8 667.0
S2 663.5 663.5 668.5
S3 659.3 662.3 668.0
S4 655.0 658.0 667.0
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 744.3 734.0 684.3
R3 717.0 706.8 676.8
R2 689.5 689.5 674.3
R1 679.5 679.5 671.8 684.5
PP 662.3 662.3 662.3 664.8
S1 652.3 652.3 666.8 657.3
S2 635.0 635.0 664.3
S3 607.8 624.8 661.8
S4 580.5 597.5 654.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.5 645.2 27.3 4.1% 13.8 2.1% 88% False False 77,409
10 672.5 605.5 67.0 10.0% 17.8 2.7% 95% False False 137,723
20 672.5 605.5 67.0 10.0% 21.0 3.1% 95% False False 156,978
40 745.0 605.5 139.5 20.8% 23.5 3.5% 46% False False 180,718
60 745.0 605.5 139.5 20.8% 19.5 2.9% 46% False False 162,296
80 745.0 605.5 139.5 20.8% 17.0 2.5% 46% False False 139,357
100 745.0 577.1 167.9 25.1% 15.5 2.3% 55% False False 111,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 687.3
2.618 680.5
1.618 676.3
1.000 673.5
0.618 672.0
HIGH 669.3
0.618 667.8
0.500 667.0
0.382 666.5
LOW 665.0
0.618 662.3
1.000 660.8
1.618 658.0
2.618 653.8
4.250 647.0
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 668.5 667.8
PP 667.8 666.0
S1 667.0 664.5

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

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