ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 660.0 642.9 -17.1 -2.6% 645.9
High 667.1 648.9 -18.2 -2.7% 670.1
Low 641.8 634.3 -7.5 -1.2% 643.5
Close 642.3 641.0 -1.3 -0.2% 662.9
Range 25.3 14.6 -10.7 -42.3% 26.6
ATR 19.6 19.2 -0.4 -1.8% 0.0
Volume 128,876 171,300 42,424 32.9% 917,922
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 685.3 677.8 649.0
R3 670.5 663.0 645.0
R2 656.0 656.0 643.8
R1 648.5 648.5 642.3 645.0
PP 641.5 641.5 641.5 639.5
S1 634.0 634.0 639.8 630.3
S2 626.8 626.8 638.3
S3 612.3 619.3 637.0
S4 597.5 604.8 633.0
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
5 676.0 634.3 41.7 6.5% 17.3 2.7% 16% False True 152,059
10 676.0 613.6 62.4 9.7% 17.8 2.8% 44% False False 152,154
20 676.0 603.3 72.7 11.3% 19.0 3.0% 52% False False 77,897
40 737.0 603.3 133.7 20.9% 21.5 3.3% 28% False False 39,136
60 742.0 603.3 138.7 21.6% 17.0 2.7% 27% False False 26,149
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 6.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 711.0
2.618 687.0
1.618 672.5
1.000 663.5
0.618 658.0
HIGH 649.0
0.618 643.3
0.500 641.5
0.382 640.0
LOW 634.3
0.618 625.3
1.000 619.8
1.618 610.8
2.618 596.0
4.250 572.3
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 641.5 655.3
PP 641.5 650.5
S1 641.3 645.8

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

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