ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 662.0 664.6 2.6 0.4% 645.9
High 670.1 669.8 -0.3 0.0% 670.1
Low 655.7 660.6 4.9 0.7% 643.5
Close 664.7 662.9 -1.8 -0.3% 662.9
Range 14.4 9.2 -5.2 -36.1% 26.6
ATR 19.6 18.9 -0.7 -3.8% 0.0
Volume 188,573 157,529 -31,044 -16.5% 917,922
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 692.0 686.8 668.0
R3 682.8 677.5 665.5
R2 673.8 673.8 664.5
R1 668.3 668.3 663.8 666.3
PP 664.5 664.5 664.5 663.5
S1 659.0 659.0 662.0 657.3
S2 655.3 655.3 661.3
S3 646.0 649.8 660.3
S4 636.8 640.8 657.8
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 738.8 727.3 677.5
R3 712.0 700.8 670.3
R2 685.5 685.5 667.8
R1 674.3 674.3 665.3 679.8
PP 658.8 658.8 658.8 661.8
S1 647.5 647.5 660.5 653.3
S2 632.3 632.3 658.0
S3 605.8 621.0 655.5
S4 579.0 594.3 648.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 670.1 643.5 26.6 4.0% 14.5 2.2% 73% False False 183,584
10 670.1 603.3 66.8 10.1% 17.8 2.7% 89% False False 113,875
20 670.1 603.3 66.8 10.1% 18.8 2.8% 89% False False 57,294
40 742.0 603.3 138.7 20.9% 20.8 3.1% 43% False False 28,793
60 742.0 603.3 138.7 20.9% 16.3 2.5% 43% False False 19,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 709.0
2.618 694.0
1.618 684.8
1.000 679.0
0.618 675.5
HIGH 669.8
0.618 666.3
0.500 665.3
0.382 664.0
LOW 660.5
0.618 655.0
1.000 651.5
1.618 645.8
2.618 636.5
4.250 621.5
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 665.3 663.0
PP 664.5 663.0
S1 663.8 663.0

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

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