ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 710.0 699.0 -11.0 -1.5% 737.6
High 710.0 699.0 -11.0 -1.5% 742.0
Low 693.7 632.3 -61.4 -8.9% 712.0
Close 696.4 665.9 -30.5 -4.4% 713.1
Range 16.3 66.7 50.4 309.2% 30.0
ATR 12.2 16.1 3.9 32.0% 0.0
Volume 225 167 -58 -25.8% 1,064
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 865.8 832.5 702.5
R3 799.3 765.8 684.3
R2 732.5 732.5 678.3
R1 699.3 699.3 672.0 682.5
PP 665.8 665.8 665.8 657.5
S1 632.5 632.5 659.8 615.8
S2 599.0 599.0 653.8
S3 532.3 565.8 647.5
S4 465.8 499.0 629.3
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 812.3 792.8 729.5
R3 782.3 762.8 721.3
R2 752.3 752.3 718.5
R1 732.8 732.8 715.8 727.5
PP 722.3 722.3 722.3 719.8
S1 702.8 702.8 710.3 697.5
S2 692.3 692.3 707.5
S3 662.3 672.8 704.8
S4 632.3 642.8 696.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737.0 632.3 104.7 15.7% 27.0 4.0% 32% False True 268
10 742.0 632.3 109.7 16.5% 19.5 2.9% 31% False True 237
20 742.0 632.3 109.7 16.5% 14.5 2.2% 31% False True 220
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 1.2
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 982.5
2.618 873.5
1.618 807.0
1.000 765.8
0.618 740.3
HIGH 699.0
0.618 673.5
0.500 665.8
0.382 657.8
LOW 632.3
0.618 591.0
1.000 565.5
1.618 524.5
2.618 457.8
4.250 348.8
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 665.8 675.8
PP 665.8 672.5
S1 665.8 669.3

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

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