ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 637.1 645.8 8.7 1.4% 635.3
High 648.7 663.6 14.9 2.3% 648.7
Low 629.4 645.2 15.8 2.5% 605.5
Close 647.3 653.0 5.7 0.9% 647.3
Range 19.3 18.4 -0.9 -4.7% 43.2
ATR 23.5 23.2 -0.4 -1.6% 0.0
Volume 164,106 84,760 -79,346 -48.4% 990,185
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 709.3 699.5 663.0
R3 690.8 681.0 658.0
R2 672.3 672.3 656.3
R1 662.8 662.8 654.8 667.5
PP 654.0 654.0 654.0 656.3
S1 644.3 644.3 651.3 649.0
S2 635.5 635.5 649.8
S3 617.3 625.8 648.0
S4 598.8 607.5 643.0
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 763.5 748.5 671.0
R3 720.3 705.3 659.3
R2 677.0 677.0 655.3
R1 662.3 662.3 651.3 669.5
PP 633.8 633.8 633.8 637.5
S1 619.0 619.0 643.3 626.5
S2 590.8 590.8 639.5
S3 547.5 575.8 635.5
S4 504.3 532.5 623.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663.6 605.5 58.1 8.9% 20.5 3.2% 82% True False 175,824
10 670.6 605.5 65.1 10.0% 22.3 3.4% 73% False False 150,219
20 706.6 605.5 101.1 15.5% 24.5 3.8% 47% False False 182,672
40 745.0 605.5 139.5 21.4% 23.8 3.6% 34% False False 190,529
60 745.0 605.5 139.5 21.4% 19.5 3.0% 34% False False 166,323
80 745.0 605.5 139.5 21.4% 16.8 2.6% 34% False False 135,606
100 745.0 577.1 167.9 25.7% 15.3 2.3% 45% False False 108,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 741.8
2.618 711.8
1.618 693.3
1.000 682.0
0.618 675.0
HIGH 663.5
0.618 656.5
0.500 654.5
0.382 652.3
LOW 645.3
0.618 633.8
1.000 626.8
1.618 615.5
2.618 597.0
4.250 567.0
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 654.5 648.8
PP 654.0 644.3
S1 653.5 640.0

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

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