ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 658.4 667.1 8.7 1.3% 659.0
High 666.6 667.1 0.5 0.1% 667.1
Low 655.6 629.6 -26.0 -4.0% 629.6
Close 666.0 633.1 -32.9 -4.9% 633.1
Range 11.0 37.5 26.5 240.9% 37.5
ATR 19.7 21.0 1.3 6.5% 0.0
Volume 111 1,764 1,653 1,489.2% 3,673
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 755.8 732.0 653.8
R3 718.3 694.5 643.5
R2 680.8 680.8 640.0
R1 657.0 657.0 636.5 650.0
PP 643.3 643.3 643.3 639.8
S1 619.5 619.5 629.8 612.5
S2 605.8 605.8 626.3
S3 568.3 582.0 622.8
S4 530.8 544.5 612.5
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 755.8 732.0 653.8
R3 718.3 694.5 643.5
R2 680.8 680.8 640.0
R1 657.0 657.0 636.5 650.0
PP 643.3 643.3 643.3 639.8
S1 619.5 619.5 629.8 612.5
S2 605.8 605.8 626.3
S3 568.3 582.0 622.8
S4 530.8 544.5 612.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.1 629.6 37.5 5.9% 19.3 3.0% 9% True True 734
10 669.0 614.6 54.4 8.6% 19.8 3.1% 34% False False 712
20 717.0 614.6 102.4 16.2% 22.0 3.5% 18% False False 537
40 742.0 614.6 127.4 20.1% 18.8 3.0% 15% False False 371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 826.5
2.618 765.3
1.618 727.8
1.000 704.5
0.618 690.3
HIGH 667.0
0.618 652.8
0.500 648.3
0.382 644.0
LOW 629.5
0.618 606.5
1.000 592.0
1.618 569.0
2.618 531.5
4.250 470.3
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 648.3 648.3
PP 643.3 643.3
S1 638.3 638.3

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

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