ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 697.1 697.3 0.2 0.0% 684.0
High 700.3 702.3 2.0 0.3% 702.3
Low 689.7 693.1 3.4 0.5% 682.4
Close 696.9 701.3 4.4 0.6% 701.3
Range 10.6 9.2 -1.4 -13.2% 19.9
ATR 10.0 9.9 -0.1 -0.6% 0.0
Volume 136,178 117,572 -18,606 -13.7% 472,053
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 726.5 723.0 706.3
R3 717.3 714.0 703.8
R2 708.0 708.0 703.0
R1 704.8 704.8 702.3 706.5
PP 699.0 699.0 699.0 699.8
S1 695.5 695.5 700.5 697.3
S2 689.8 689.8 699.5
S3 680.5 686.3 698.8
S4 671.3 677.0 696.3
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 755.0 748.0 712.3
R3 735.3 728.3 706.8
R2 715.3 715.3 705.0
R1 708.3 708.3 703.0 711.8
PP 695.3 695.3 695.3 697.0
S1 688.3 688.3 699.5 691.8
S2 675.5 675.5 697.8
S3 655.5 668.5 695.8
S4 635.8 648.5 690.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 702.3 682.4 19.9 2.8% 10.3 1.5% 95% True False 94,410
10 702.3 673.8 28.5 4.1% 9.8 1.4% 96% True False 109,895
20 702.3 664.1 38.2 5.4% 10.3 1.4% 97% True False 127,351
40 702.3 594.3 108.0 15.4% 9.3 1.3% 99% True False 65,760
60 702.3 577.1 125.2 17.9% 9.5 1.3% 99% True False 43,910
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 741.5
2.618 726.5
1.618 717.3
1.000 711.5
0.618 708.0
HIGH 702.3
0.618 698.8
0.500 697.8
0.382 696.5
LOW 693.0
0.618 687.5
1.000 684.0
1.618 678.3
2.618 669.0
4.250 654.0
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 700.0 699.5
PP 699.0 697.8
S1 697.8 696.0

Download as Excel Spreadsheet

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

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