ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 650.6 662.7 12.1 1.9% 630.2
High 667.8 669.8 2.0 0.3% 646.2
Low 649.8 656.6 6.8 1.0% 603.3
Close 663.5 664.2 0.7 0.1% 644.8
Range 18.0 13.2 -4.8 -26.7% 42.9
ATR 20.5 20.0 -0.5 -2.5% 0.0
Volume 206,496 210,443 3,947 1.9% 220,835
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 703.3 696.8 671.5
R3 690.0 683.8 667.8
R2 676.8 676.8 666.5
R1 670.5 670.5 665.5 673.5
PP 663.5 663.5 663.5 665.0
S1 657.3 657.3 663.0 660.5
S2 650.3 650.3 661.8
S3 637.3 644.0 660.5
S4 624.0 630.8 657.0
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
5 669.8 613.6 56.2 8.5% 18.3 2.7% 90% True False 152,249
10 669.8 603.3 66.5 10.0% 20.3 3.0% 92% True False 79,453
20 672.7 603.3 69.4 10.4% 21.0 3.1% 88% False False 40,024
40 742.0 603.3 138.7 20.9% 20.8 3.1% 44% False False 20,158
60 742.0 603.3 138.7 20.9% 16.3 2.4% 44% False False 13,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 726.0
2.618 704.3
1.618 691.3
1.000 683.0
0.618 678.0
HIGH 669.8
0.618 664.8
0.500 663.3
0.382 661.8
LOW 656.5
0.618 648.5
1.000 643.5
1.618 635.3
2.618 622.0
4.250 600.5
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 663.8 661.8
PP 663.5 659.3
S1 663.3 656.8

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

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