ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 642.9 639.9 -3.0 -0.5% 645.9
High 648.9 643.5 -5.4 -0.8% 670.1
Low 634.3 630.1 -4.2 -0.7% 643.5
Close 641.0 632.5 -8.5 -1.3% 662.9
Range 14.6 13.4 -1.2 -8.2% 26.6
ATR 19.2 18.8 -0.4 -2.2% 0.0
Volume 171,300 153,379 -17,921 -10.5% 917,922
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 675.5 667.5 639.8
R3 662.3 654.0 636.3
R2 648.8 648.8 635.0
R1 640.8 640.8 633.8 638.0
PP 635.3 635.3 635.3 634.0
S1 627.3 627.3 631.3 624.5
S2 622.0 622.0 630.0
S3 608.5 613.8 628.8
S4 595.3 600.5 625.3
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 738.8 727.3 677.5
R3 712.0 700.8 670.3
R2 685.5 685.5 667.8
R1 674.3 674.3 665.3 679.8
PP 658.8 658.8 658.8 661.8
S1 647.5 647.5 660.5 653.3
S2 632.3 632.3 658.0
S3 605.8 621.0 655.5
S4 579.0 594.3 648.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.0 630.1 45.9 7.3% 17.0 2.7% 5% False True 145,020
10 676.0 627.1 48.9 7.7% 16.8 2.6% 11% False False 163,933
20 676.0 603.3 72.7 11.5% 18.3 2.9% 40% False False 85,540
40 737.0 603.3 133.7 21.1% 21.5 3.4% 22% False False 42,966
60 742.0 603.3 138.7 21.9% 17.3 2.7% 21% False False 28,705
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 5.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 700.5
2.618 678.5
1.618 665.3
1.000 657.0
0.618 651.8
HIGH 643.5
0.618 638.5
0.500 636.8
0.382 635.3
LOW 630.0
0.618 621.8
1.000 616.8
1.618 608.5
2.618 595.0
4.250 573.3
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 636.8 648.5
PP 635.3 643.3
S1 634.0 637.8

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

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