ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 637.5 644.3 6.8 1.1% 694.1
High 645.7 658.0 12.3 1.9% 706.6
Low 615.6 634.3 18.7 3.0% 626.0
Close 637.8 637.8 0.0 0.0% 648.8
Range 30.1 23.7 -6.4 -21.3% 80.6
ATR 24.5 24.4 -0.1 -0.2% 0.0
Volume 151,782 228,186 76,404 50.3% 1,137,482
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 714.5 699.8 650.8
R3 690.8 676.3 644.3
R2 667.0 667.0 642.3
R1 652.5 652.5 640.0 648.0
PP 643.3 643.3 643.3 641.0
S1 628.8 628.8 635.8 624.3
S2 619.8 619.8 633.5
S3 596.0 605.0 631.3
S4 572.3 581.3 624.8
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 902.3 856.3 693.3
R3 821.8 775.5 671.0
R2 741.0 741.0 663.5
R1 695.0 695.0 656.3 677.8
PP 660.5 660.5 660.5 651.8
S1 614.3 614.3 641.5 597.0
S2 579.8 579.8 634.0
S3 499.3 533.8 626.8
S4 418.8 453.3 604.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.4 615.6 60.8 9.5% 28.0 4.4% 37% False False 241,347
10 719.7 615.6 104.1 16.3% 26.3 4.1% 21% False False 213,310
20 739.5 615.6 123.9 19.4% 28.3 4.4% 18% False False 217,782
40 745.0 615.6 129.4 20.3% 20.0 3.1% 17% False False 177,159
60 745.0 615.6 129.4 20.3% 16.5 2.6% 17% False False 149,717
80 745.0 577.1 167.9 26.3% 14.8 2.3% 36% False False 112,431
100 745.0 577.1 167.9 26.3% 13.5 2.1% 36% False False 89,966
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 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 758.8
2.618 720.0
1.618 696.3
1.000 681.8
0.618 672.8
HIGH 658.0
0.618 649.0
0.500 646.3
0.382 643.3
LOW 634.3
0.618 619.8
1.000 610.5
1.618 596.0
2.618 572.3
4.250 533.5
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 646.3 637.5
PP 643.3 637.3
S1 640.5 636.8

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

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