ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 639.9 633.9 -6.0 -0.9% 665.0
High 643.5 645.3 1.8 0.3% 676.0
Low 630.1 627.9 -2.2 -0.3% 627.9
Close 632.5 643.0 10.5 1.7% 643.0
Range 13.4 17.4 4.0 29.9% 48.1
ATR 18.8 18.7 -0.1 -0.5% 0.0
Volume 153,379 170,200 16,821 11.0% 737,774
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 691.0 684.3 652.5
R3 673.5 667.0 647.8
R2 656.3 656.3 646.3
R1 649.5 649.5 644.5 652.8
PP 638.8 638.8 638.8 640.5
S1 632.3 632.3 641.5 635.5
S2 621.3 621.3 639.8
S3 604.0 614.8 638.3
S4 586.5 597.3 633.5
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 793.3 766.3 669.5
R3 745.3 718.3 656.3
R2 697.0 697.0 651.8
R1 670.0 670.0 647.5 659.5
PP 649.0 649.0 649.0 643.8
S1 622.0 622.0 638.5 611.5
S2 600.8 600.8 634.3
S3 552.8 573.8 629.8
S4 504.8 525.8 616.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.0 627.9 48.1 7.5% 18.8 2.9% 31% False True 147,554
10 676.0 627.9 48.1 7.5% 16.5 2.6% 31% False True 165,569
20 676.0 603.3 72.7 11.3% 18.3 2.9% 55% False False 94,010
40 727.3 603.3 124.0 19.3% 21.3 3.3% 32% False False 47,211
60 742.0 603.3 138.7 21.6% 17.5 2.7% 29% False False 31,541
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 719.3
2.618 690.8
1.618 673.5
1.000 662.8
0.618 656.0
HIGH 645.3
0.618 638.8
0.500 636.5
0.382 634.5
LOW 628.0
0.618 617.3
1.000 610.5
1.618 599.8
2.618 582.3
4.250 554.0
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 640.8 641.5
PP 638.8 640.0
S1 636.5 638.5

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

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