ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 31-May-2010
Day Change Summary
Previous Current
28-May-2010 31-May-2010 Change Change % Previous Week
Open 664.4 659.0 -5.4 -0.8% 642.6
High 669.0 663.3 -5.7 -0.9% 669.0
Low 653.9 658.5 4.6 0.7% 614.6
Close 658.7 658.7 0.0 0.0% 658.7
Range 15.1 4.8 -10.3 -68.2% 54.4
ATR 21.4 20.2 -1.2 -5.5% 0.0
Volume 807 858 51 6.3% 3,456
Daily Pivots for day following 31-May-2010
Classic Woodie Camarilla DeMark
R4 674.5 671.5 661.3
R3 669.8 666.8 660.0
R2 665.0 665.0 659.5
R1 661.8 661.8 659.3 661.0
PP 660.3 660.3 660.3 659.8
S1 657.0 657.0 658.3 656.3
S2 655.3 655.3 657.8
S3 650.5 652.3 657.5
S4 645.8 647.5 656.0
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 810.8 789.0 688.5
R3 756.3 734.8 673.8
R2 701.8 701.8 668.8
R1 680.3 680.3 663.8 691.0
PP 647.5 647.5 647.5 652.8
S1 625.8 625.8 653.8 636.8
S2 593.0 593.0 648.8
S3 538.8 571.5 643.8
S4 484.3 517.0 628.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669.0 614.6 54.4 8.3% 18.8 2.9% 81% False False 791
10 700.9 614.6 86.3 13.1% 21.5 3.3% 51% False False 567
20 719.4 614.6 104.8 15.9% 23.8 3.6% 42% False False 429
40 742.0 614.6 127.4 19.3% 17.3 2.6% 35% False False 329
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 683.8
2.618 675.8
1.618 671.0
1.000 668.0
0.618 666.3
HIGH 663.3
0.618 661.5
0.500 661.0
0.382 660.3
LOW 658.5
0.618 655.5
1.000 653.8
1.618 650.8
2.618 646.0
4.250 638.0
Fisher Pivots for day following 31-May-2010
Pivot 1 day 3 day
R1 661.0 657.0
PP 660.3 655.3
S1 659.5 653.5

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

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