ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 717.2 724.3 7.1 1.0% 710.6
High 722.4 735.0 12.6 1.7% 737.3
Low 715.8 720.0 4.2 0.6% 699.0
Close 721.0 734.6 13.6 1.9% 736.7
Range 6.6 15.0 8.4 127.3% 38.3
ATR 9.2 9.6 0.4 4.5% 0.0
Volume 220 165 -55 -25.0% 1,044
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 774.8 769.8 742.8
R3 759.8 754.8 738.8
R2 744.8 744.8 737.3
R1 739.8 739.8 736.0 742.3
PP 729.8 729.8 729.8 731.3
S1 724.8 724.8 733.3 727.3
S2 714.8 714.8 731.8
S3 699.8 709.8 730.5
S4 684.8 694.8 726.3
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 839.3 826.3 757.8
R3 801.0 788.0 747.3
R2 762.8 762.8 743.8
R1 749.8 749.8 740.3 756.3
PP 724.3 724.3 724.3 727.5
S1 711.3 711.3 733.3 717.8
S2 686.0 686.0 729.8
S3 647.8 673.0 726.3
S4 609.5 634.8 715.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742.0 715.8 26.2 3.6% 12.0 1.6% 72% False False 205
10 742.0 699.0 43.0 5.9% 12.0 1.6% 83% False False 180
20 742.0 680.5 61.5 8.4% 9.0 1.2% 88% False False 183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 798.8
2.618 774.3
1.618 759.3
1.000 750.0
0.618 744.3
HIGH 735.0
0.618 729.3
0.500 727.5
0.382 725.8
LOW 720.0
0.618 710.8
1.000 705.0
1.618 695.8
2.618 680.8
4.250 656.3
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 732.3 731.8
PP 729.8 729.0
S1 727.5 726.3

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

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