ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 645.9 650.6 4.7 0.7% 630.2
High 661.1 667.8 6.7 1.0% 646.2
Low 643.5 649.8 6.3 1.0% 603.3
Close 650.5 663.5 13.0 2.0% 644.8
Range 17.6 18.0 0.4 2.3% 42.9
ATR 20.7 20.5 -0.2 -0.9% 0.0
Volume 154,881 206,496 51,615 33.3% 220,835
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 714.3 707.0 673.5
R3 696.3 689.0 668.5
R2 678.3 678.3 666.8
R1 671.0 671.0 665.3 674.8
PP 660.3 660.3 660.3 662.3
S1 653.0 653.0 661.8 656.8
S2 642.3 642.3 660.3
S3 624.3 635.0 658.5
S4 606.3 617.0 653.5
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
5 667.8 608.7 59.1 8.9% 19.8 3.0% 93% True False 115,342
10 667.8 603.3 64.5 9.7% 20.8 3.1% 93% True False 58,500
20 681.9 603.3 78.6 11.8% 21.3 3.2% 77% False False 29,510
40 742.0 603.3 138.7 20.9% 20.8 3.1% 43% False False 14,901
60 742.0 603.3 138.7 20.9% 16.0 2.4% 43% False False 9,987
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 744.3
2.618 715.0
1.618 697.0
1.000 685.8
0.618 679.0
HIGH 667.8
0.618 661.0
0.500 658.8
0.382 656.8
LOW 649.8
0.618 638.8
1.000 631.8
1.618 620.8
2.618 602.8
4.250 573.3
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 662.0 658.3
PP 660.3 652.8
S1 658.8 647.5

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

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