ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 617.4 608.7 -8.7 -1.4% 659.0
High 621.8 629.9 8.1 1.3% 667.1
Low 603.3 608.7 5.4 0.9% 629.6
Close 612.4 615.7 3.3 0.5% 633.1
Range 18.5 21.2 2.7 14.6% 37.5
ATR 20.9 20.9 0.0 0.1% 0.0
Volume 4,631 25,912 21,281 459.5% 3,673
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 681.8 670.0 627.3
R3 660.5 648.8 621.5
R2 639.3 639.3 619.5
R1 627.5 627.5 617.8 633.5
PP 618.0 618.0 618.0 621.0
S1 606.3 606.3 613.8 612.3
S2 597.0 597.0 611.8
S3 575.8 585.0 609.8
S4 554.5 564.0 604.0
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% 22.3 3.6% 19% False False 6,657
10 669.0 603.3 65.7 10.7% 20.3 3.3% 19% False False 3,641
20 717.0 603.3 113.7 18.5% 21.5 3.5% 11% False False 2,070
40 742.0 603.3 138.7 22.5% 19.8 3.2% 9% False False 1,142
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 720.0
2.618 685.5
1.618 664.3
1.000 651.0
0.618 643.0
HIGH 630.0
0.618 621.8
0.500 619.3
0.382 616.8
LOW 608.8
0.618 595.5
1.000 587.5
1.618 574.5
2.618 553.3
4.250 518.5
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 619.3 620.3
PP 618.0 618.8
S1 617.0 617.3

Download as Excel Spreadsheet

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

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