ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 662.7 662.0 -0.7 -0.1% 630.2
High 669.8 670.1 0.3 0.0% 646.2
Low 656.6 655.7 -0.9 -0.1% 603.3
Close 664.2 664.7 0.5 0.1% 644.8
Range 13.2 14.4 1.2 9.1% 42.9
ATR 20.0 19.6 -0.4 -2.0% 0.0
Volume 210,443 188,573 -21,870 -10.4% 220,835
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 706.8 700.0 672.5
R3 692.3 685.8 668.8
R2 678.0 678.0 667.3
R1 671.3 671.3 666.0 674.5
PP 663.5 663.5 663.5 665.3
S1 657.0 657.0 663.5 660.3
S2 649.0 649.0 662.0
S3 634.8 642.5 660.8
S4 620.3 628.0 656.8
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
5 670.1 627.1 43.0 6.5% 16.5 2.5% 87% True False 182,845
10 670.1 603.3 66.8 10.0% 20.5 3.1% 92% True False 98,299
20 670.1 603.3 66.8 10.0% 19.8 3.0% 92% True False 49,440
40 742.0 603.3 138.7 20.9% 20.8 3.1% 44% False False 24,864
60 742.0 603.3 138.7 20.9% 16.3 2.4% 44% False False 16,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 731.3
2.618 707.8
1.618 693.5
1.000 684.5
0.618 679.0
HIGH 670.0
0.618 664.5
0.500 663.0
0.382 661.3
LOW 655.8
0.618 646.8
1.000 641.3
1.618 632.5
2.618 618.0
4.250 594.5
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 664.0 663.0
PP 663.5 661.5
S1 663.0 660.0

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

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