ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 589.5 597.5 8.0 1.4% 594.9
High 598.8 599.5 0.7 0.1% 612.0
Low 589.5 595.0 5.5 0.9% 572.4
Close 596.6 597.6 1.0 0.2% 576.3
Range 9.3 4.5 -4.8 -51.6% 39.6
ATR
Volume 22 24 2 9.1% 189
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 610.8 608.8 600.0
R3 606.3 604.3 598.8
R2 601.8 601.8 598.5
R1 599.8 599.8 598.0 600.8
PP 597.3 597.3 597.3 598.0
S1 595.3 595.3 597.3 596.3
S2 592.8 592.8 596.8
S3 588.3 590.8 596.3
S4 583.8 586.3 595.0
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 705.8 680.5 598.0
R3 666.0 641.0 587.3
R2 626.5 626.5 583.5
R1 601.5 601.5 580.0 594.3
PP 587.0 587.0 587.0 583.3
S1 561.8 561.8 572.8 554.5
S2 547.3 547.3 569.0
S3 507.8 522.3 565.5
S4 468.0 482.5 554.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599.5 572.4 27.1 4.5% 10.0 1.7% 93% True False 42
10 612.0 572.4 39.6 6.6% 10.8 1.8% 64% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 618.5
2.618 611.3
1.618 606.8
1.000 604.0
0.618 602.3
HIGH 599.5
0.618 597.8
0.500 597.3
0.382 596.8
LOW 595.0
0.618 592.3
1.000 590.5
1.618 587.8
2.618 583.3
4.250 576.0
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 597.5 594.3
PP 597.3 590.8
S1 597.3 587.5

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

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