ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 630.2 617.4 -12.8 -2.0% 659.0
High 637.0 621.8 -15.2 -2.4% 667.1
Low 614.5 603.3 -11.2 -1.8% 629.6
Close 614.5 612.4 -2.1 -0.3% 633.1
Range 22.5 18.5 -4.0 -17.8% 37.5
ATR 21.1 20.9 -0.2 -0.9% 0.0
Volume 867 4,631 3,764 434.1% 3,673
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 668.0 658.8 622.5
R3 649.5 640.3 617.5
R2 631.0 631.0 615.8
R1 621.8 621.8 614.0 617.0
PP 612.5 612.5 612.5 610.3
S1 603.3 603.3 610.8 598.5
S2 594.0 594.0 609.0
S3 575.5 584.8 607.3
S4 557.0 566.3 602.3
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 755.8 732.0 653.8
R3 718.3 694.5 643.5
R2 680.8 680.8 640.0
R1 657.0 657.0 636.5 650.0
PP 643.3 643.3 643.3 639.8
S1 619.5 619.5 629.8 612.5
S2 605.8 605.8 626.3
S3 568.3 582.0 622.8
S4 530.8 544.5 612.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.1 603.3 63.8 10.4% 21.8 3.6% 14% False True 1,658
10 669.0 603.3 65.7 10.7% 20.5 3.3% 14% False True 1,185
20 717.0 603.3 113.7 18.6% 22.0 3.6% 8% False True 791
40 742.0 603.3 138.7 22.6% 19.5 3.2% 7% False True 496
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 700.5
2.618 670.3
1.618 651.8
1.000 640.3
0.618 633.3
HIGH 621.8
0.618 614.8
0.500 612.5
0.382 610.3
LOW 603.3
0.618 591.8
1.000 584.8
1.618 573.3
2.618 554.8
4.250 524.8
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 612.5 635.3
PP 612.5 627.5
S1 612.5 620.0

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

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