ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 642.7 640.2 -2.5 -0.4% 665.0
High 648.7 643.1 -5.6 -0.9% 676.0
Low 635.2 610.0 -25.2 -4.0% 627.9
Close 640.4 613.2 -27.2 -4.2% 643.0
Range 13.5 33.1 19.6 145.2% 48.1
ATR 18.3 19.4 1.1 5.8% 0.0
Volume 178,007 120,623 -57,384 -32.2% 737,774
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 721.5 700.5 631.5
R3 688.3 667.3 622.3
R2 655.3 655.3 619.3
R1 634.3 634.3 616.3 628.3
PP 622.0 622.0 622.0 619.0
S1 601.0 601.0 610.3 595.0
S2 589.0 589.0 607.3
S3 556.0 568.0 604.0
S4 522.8 535.0 595.0
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
5 648.9 610.0 38.9 6.3% 18.5 3.0% 8% False True 158,701
10 676.0 610.0 66.0 10.8% 17.8 2.9% 5% False True 159,294
20 676.0 603.3 72.7 11.9% 19.3 3.1% 14% False False 108,897
40 717.0 603.3 113.7 18.5% 21.8 3.5% 9% False False 54,663
60 742.0 603.3 138.7 22.6% 18.3 3.0% 7% False False 36,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 783.8
2.618 729.8
1.618 696.8
1.000 676.3
0.618 663.5
HIGH 643.0
0.618 630.5
0.500 626.5
0.382 622.8
LOW 610.0
0.618 589.5
1.000 577.0
1.618 556.5
2.618 523.3
4.250 469.3
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 626.5 629.3
PP 622.0 624.0
S1 617.8 618.5

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

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