ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 711.7 721.8 10.1 1.4% 702.0
High 723.2 725.6 2.4 0.3% 724.1
Low 709.2 717.5 8.3 1.2% 697.6
Close 720.1 723.2 3.1 0.4% 713.8
Range 14.0 8.1 -5.9 -42.1% 26.5
ATR 11.0 10.8 -0.2 -1.9% 0.0
Volume 177,106 137,769 -39,337 -22.2% 597,391
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 746.5 743.0 727.8
R3 738.3 734.8 725.5
R2 730.3 730.3 724.8
R1 726.8 726.8 724.0 728.5
PP 722.0 722.0 722.0 723.0
S1 718.5 718.5 722.5 720.3
S2 714.0 714.0 721.8
S3 706.0 710.5 721.0
S4 697.8 702.5 718.8
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 791.3 779.0 728.5
R3 764.8 752.5 721.0
R2 738.3 738.3 718.8
R1 726.0 726.0 716.3 732.3
PP 711.8 711.8 711.8 715.0
S1 699.5 699.5 711.3 705.8
S2 685.3 685.3 709.0
S3 658.8 673.0 706.5
S4 632.3 646.5 699.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.6 699.7 25.9 3.6% 12.0 1.7% 91% True False 167,138
10 725.6 689.7 35.9 5.0% 11.3 1.5% 93% True False 140,576
20 725.6 673.8 51.8 7.2% 10.5 1.5% 95% True False 124,851
40 725.6 616.7 108.9 15.1% 10.0 1.4% 98% True False 94,495
60 725.6 577.1 148.5 20.5% 10.0 1.4% 98% True False 63,099
Crabel Price Patterns
NR True
NR4 True
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 3.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 760.0
2.618 746.8
1.618 738.8
1.000 733.8
0.618 730.5
HIGH 725.5
0.618 722.5
0.500 721.5
0.382 720.5
LOW 717.5
0.618 712.5
1.000 709.5
1.618 704.5
2.618 696.3
4.250 683.0
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 722.8 719.8
PP 722.0 716.3
S1 721.5 712.8

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

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