ICE Russell 2000 Mini Future September 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	634.1	645.9	11.8	1.9%	630.2
High	646.2	661.1	14.9	2.3%	646.2
Low	627.1	643.5	16.4	2.6%	603.3
Close	644.8	650.5	5.7	0.9%	644.8
Range	19.1	17.6	-1.5	-7.9%	42.9
ATR	21.0	20.7	-0.2	-1.1%	0.0
Volume	153,834	154,881	1,047	0.7%	220,835

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	704.5	695.0	660.3
R3	687.0	677.5	655.3
R2	669.3	669.3	653.8
R1	660.0	660.0	652.0	664.5
PP	651.8	651.8	651.8	654.0
S1	642.3	642.3	649.0	647.0
S2	634.0	634.0	647.3
S3	616.5	624.8	645.8
S4	599.0	607.0	640.8

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	760.3	745.3	668.5
R3	717.3	702.5	656.5
R2	674.3	674.3	652.8
R1	659.5	659.5	648.8	667.0
PP	631.5	631.5	631.5	635.0
S1	616.8	616.8	640.8	624.0
S2	588.5	588.5	637.0
S3	545.8	573.8	633.0
S4	502.8	530.8	621.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	661.1	603.3	57.8	8.9%	20.0	3.1%	82%	True	False	74,969
10	667.1	603.3	63.8	9.8%	21.3	3.3%	74%	False	False	37,853
20	700.9	603.3	97.6	15.0%	21.5	3.3%	48%	False	False	19,210
40	742.0	603.3	138.7	21.3%	20.5	3.1%	34%	False	False	9,740

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	4.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	736.0
2.618	707.3
1.618	689.5
1.000	678.8
0.618	672.0
HIGH	661.0
0.618	654.5
0.500	652.3
0.382	650.3
LOW	643.5
0.618	632.5
1.000	626.0
1.618	615.0
2.618	597.5
4.250	568.8

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	652.3	646.0
PP	651.8	641.8
S1	651.0	637.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols