ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 680.8 678.0 -2.8 -0.4% 667.9
High 686.3 685.1 -1.2 -0.2% 691.7
Low 675.6 675.4 -0.2 0.0% 664.1
Close 677.1 682.1 5.0 0.7% 677.3
Range 10.7 9.7 -1.0 -9.3% 27.6
ATR 9.8 9.8 0.0 -0.1% 0.0
Volume 106,449 146,616 40,167 37.7% 664,186
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 710.0 705.8 687.5
R3 700.3 696.0 684.8
R2 690.5 690.5 684.0
R1 686.3 686.3 683.0 688.5
PP 680.8 680.8 680.8 682.0
S1 676.8 676.8 681.3 678.8
S2 671.3 671.3 680.3
S3 661.5 667.0 679.5
S4 651.8 657.3 676.8
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 760.5 746.5 692.5
R3 733.0 719.0 685.0
R2 705.3 705.3 682.3
R1 691.3 691.3 679.8 698.3
PP 677.8 677.8 677.8 681.3
S1 663.8 663.8 674.8 670.8
S2 650.0 650.0 672.3
S3 622.5 636.0 669.8
S4 595.0 608.5 662.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 686.3 673.8 12.5 1.8% 9.0 1.3% 66% False False 125,380
10 691.7 664.1 27.6 4.0% 11.3 1.6% 65% False False 128,879
20 691.7 650.6 41.1 6.0% 10.0 1.4% 77% False False 107,201
40 691.7 577.1 114.6 16.8% 9.3 1.4% 92% False False 54,014
60 691.7 577.1 114.6 16.8% 9.0 1.3% 92% False False 36,047
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726.3
2.618 710.5
1.618 700.8
1.000 694.8
0.618 691.0
HIGH 685.0
0.618 681.5
0.500 680.3
0.382 679.0
LOW 675.5
0.618 669.5
1.000 665.8
1.618 659.8
2.618 650.0
4.250 634.3
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 681.5 681.8
PP 680.8 681.3
S1 680.3 680.8

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

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