ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 639.6 658.4 18.8 2.9% 642.6
High 656.3 666.6 10.3 1.6% 669.0
Low 636.9 655.6 18.7 2.9% 614.6
Close 655.7 666.0 10.3 1.6% 658.7
Range 19.4 11.0 -8.4 -43.3% 54.4
ATR 20.4 19.7 -0.7 -3.3% 0.0
Volume 918 111 -807 -87.9% 3,456
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 695.8 691.8 672.0
R3 684.8 680.8 669.0
R2 673.8 673.8 668.0
R1 669.8 669.8 667.0 671.8
PP 662.8 662.8 662.8 663.8
S1 658.8 658.8 665.0 660.8
S2 651.8 651.8 664.0
S3 640.8 647.8 663.0
S4 629.8 636.8 660.0
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
5 669.0 636.9 32.1 4.8% 14.8 2.2% 91% False False 543
10 669.0 614.6 54.4 8.2% 18.8 2.8% 94% False False 582
20 717.0 614.6 102.4 15.4% 21.5 3.2% 50% False False 460
40 742.0 614.6 127.4 19.1% 18.0 2.7% 40% False False 340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 713.3
2.618 695.5
1.618 684.5
1.000 677.5
0.618 673.5
HIGH 666.5
0.618 662.5
0.500 661.0
0.382 659.8
LOW 655.5
0.618 648.8
1.000 644.5
1.618 637.8
2.618 626.8
4.250 608.8
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 664.3 661.3
PP 662.8 656.5
S1 661.0 651.8

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

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