ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 655.2 639.6 -15.6 -2.4% 642.6
High 660.4 656.3 -4.1 -0.6% 669.0
Low 636.9 636.9 0.0 0.0% 614.6
Close 637.5 655.7 18.2 2.9% 658.7
Range 23.5 19.4 -4.1 -17.4% 54.4
ATR 20.4 20.4 -0.1 -0.4% 0.0
Volume 22 918 896 4,072.7% 3,456
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 707.8 701.3 666.3
R3 688.5 681.8 661.0
R2 669.0 669.0 659.3
R1 662.3 662.3 657.5 665.8
PP 649.8 649.8 649.8 651.3
S1 643.0 643.0 654.0 646.3
S2 630.3 630.3 652.3
S3 610.8 623.5 650.3
S4 591.5 604.3 645.0
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 810.8 789.0 688.5
R3 756.3 734.8 673.8
R2 701.8 701.8 668.8
R1 680.3 680.3 663.8 691.0
PP 647.5 647.5 647.5 652.8
S1 625.8 625.8 653.8 636.8
S2 593.0 593.0 648.8
S3 538.8 571.5 643.8
S4 484.3 517.0 628.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669.0 636.9 32.1 4.9% 18.5 2.8% 59% False True 625
10 672.7 614.6 58.1 8.9% 21.8 3.3% 71% False False 596
20 717.0 614.6 102.4 15.6% 24.3 3.7% 40% False False 463
40 742.0 614.6 127.4 19.4% 18.0 2.7% 32% False False 340
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 738.8
2.618 707.0
1.618 687.8
1.000 675.8
0.618 668.3
HIGH 656.3
0.618 649.0
0.500 646.5
0.382 644.3
LOW 637.0
0.618 625.0
1.000 617.5
1.618 605.5
2.618 586.0
4.250 554.5
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 652.8 653.8
PP 649.8 652.0
S1 646.5 650.0

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

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