ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 640.2 613.7 -26.5 -4.1% 665.0
High 643.1 622.5 -20.6 -3.2% 676.0
Low 610.0 605.1 -4.9 -0.8% 627.9
Close 613.2 607.8 -5.4 -0.9% 643.0
Range 33.1 17.4 -15.7 -47.4% 48.1
ATR 19.4 19.2 -0.1 -0.7% 0.0
Volume 120,623 211,643 91,020 75.5% 737,774
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 664.0 653.3 617.3
R3 646.5 636.0 612.5
R2 629.3 629.3 611.0
R1 618.5 618.5 609.5 615.3
PP 611.8 611.8 611.8 610.0
S1 601.0 601.0 606.3 597.8
S2 594.5 594.5 604.5
S3 577.0 583.8 603.0
S4 559.5 566.3 598.3
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
5 648.7 605.1 43.6 7.2% 19.0 3.1% 6% False True 166,770
10 676.0 605.1 70.9 11.7% 18.0 3.0% 4% False True 159,414
20 676.0 603.3 72.7 12.0% 19.3 3.2% 6% False False 119,433
40 717.0 603.3 113.7 18.7% 21.8 3.6% 4% False False 59,948
60 742.0 603.3 138.7 22.8% 18.3 3.0% 3% False False 40,038
Crabel Price Patterns
NR True
NR4 False
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 6.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 696.5
2.618 668.0
1.618 650.8
1.000 640.0
0.618 633.3
HIGH 622.5
0.618 615.8
0.500 613.8
0.382 611.8
LOW 605.0
0.618 594.3
1.000 587.8
1.618 577.0
2.618 559.5
4.250 531.3
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 613.8 627.0
PP 611.8 620.5
S1 609.8 614.3

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

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