ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 622.5 634.1 11.6 1.9% 630.2
High 637.0 646.2 9.2 1.4% 646.2
Low 613.6 627.1 13.5 2.2% 603.3
Close 633.5 644.8 11.3 1.8% 644.8
Range 23.4 19.1 -4.3 -18.4% 42.9
ATR 21.1 21.0 -0.1 -0.7% 0.0
Volume 35,591 153,834 118,243 332.2% 220,835
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 696.8 689.8 655.3
R3 677.5 670.8 650.0
R2 658.5 658.5 648.3
R1 651.8 651.8 646.5 655.0
PP 639.3 639.3 639.3 641.0
S1 632.5 632.5 643.0 636.0
S2 620.3 620.3 641.3
S3 601.3 613.5 639.5
S4 582.0 594.3 634.3
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 760.3 745.3 668.5
R3 717.3 702.5 656.5
R2 674.3 674.3 652.8
R1 659.5 659.5 648.8 667.0
PP 631.5 631.5 631.5 635.0
S1 616.8 616.8 640.8 624.0
S2 588.5 588.5 637.0
S3 545.8 573.8 633.0
S4 502.8 530.8 621.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646.2 603.3 42.9 6.7% 21.0 3.2% 97% True False 44,167
10 667.1 603.3 63.8 9.9% 20.0 3.1% 65% False False 22,450
20 700.9 603.3 97.6 15.1% 21.8 3.4% 43% False False 11,481
40 742.0 603.3 138.7 21.5% 20.3 3.2% 30% False False 5,871
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 3.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 727.5
2.618 696.3
1.618 677.0
1.000 665.3
0.618 658.0
HIGH 646.3
0.618 639.0
0.500 636.8
0.382 634.5
LOW 627.0
0.618 615.3
1.000 608.0
1.618 596.3
2.618 577.0
4.250 546.0
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 642.0 639.0
PP 639.3 633.3
S1 636.8 627.5

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

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