ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 633.9 642.7 8.8 1.4% 665.0
High 645.3 648.7 3.4 0.5% 676.0
Low 627.9 635.2 7.3 1.2% 627.9
Close 643.0 640.4 -2.6 -0.4% 643.0
Range 17.4 13.5 -3.9 -22.4% 48.1
ATR 18.7 18.3 -0.4 -2.0% 0.0
Volume 170,200 178,007 7,807 4.6% 737,774
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 682.0 674.8 647.8
R3 668.5 661.3 644.0
R2 655.0 655.0 643.0
R1 647.8 647.8 641.8 644.5
PP 641.5 641.5 641.5 640.0
S1 634.3 634.3 639.3 631.0
S2 628.0 628.0 638.0
S3 614.5 620.8 636.8
S4 601.0 607.3 633.0
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 793.3 766.3 669.5
R3 745.3 718.3 656.3
R2 697.0 697.0 651.8
R1 670.0 670.0 647.5 659.5
PP 649.0 649.0 649.0 643.8
S1 622.0 622.0 638.5 611.5
S2 600.8 600.8 634.3
S3 552.8 573.8 629.8
S4 504.8 525.8 616.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.1 627.9 39.2 6.1% 16.8 2.6% 32% False False 160,352
10 676.0 627.9 48.1 7.5% 16.3 2.5% 26% False False 167,882
20 676.0 603.3 72.7 11.4% 18.8 2.9% 51% False False 102,867
40 719.4 603.3 116.1 18.1% 21.3 3.3% 32% False False 51,648
60 742.0 603.3 138.7 21.7% 17.8 2.8% 27% False False 34,508
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 5.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 706.0
2.618 684.0
1.618 670.5
1.000 662.3
0.618 657.0
HIGH 648.8
0.618 643.5
0.500 642.0
0.382 640.3
LOW 635.3
0.618 626.8
1.000 621.8
1.618 613.3
2.618 599.8
4.250 577.8
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 642.0 639.8
PP 641.5 639.0
S1 641.0 638.3

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

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