ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 597.5 605.0 7.5 1.3% 594.9
High 599.5 608.6 9.1 1.5% 612.0
Low 595.0 601.0 6.0 1.0% 572.4
Close 597.6 604.6 7.0 1.2% 576.3
Range 4.5 7.6 3.1 68.9% 39.6
ATR
Volume 24 16 -8 -33.3% 189
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 627.5 623.8 608.8
R3 620.0 616.0 606.8
R2 612.3 612.3 606.0
R1 608.5 608.5 605.3 606.5
PP 604.8 604.8 604.8 603.8
S1 600.8 600.8 604.0 599.0
S2 597.3 597.3 603.3
S3 589.5 593.3 602.5
S4 582.0 585.8 600.5
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
5 608.6 572.4 36.2 6.0% 8.3 1.4% 89% True False 40
10 612.0 572.4 39.6 6.5% 9.8 1.6% 81% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641.0
2.618 628.5
1.618 621.0
1.000 616.3
0.618 613.3
HIGH 608.5
0.618 605.8
0.500 604.8
0.382 604.0
LOW 601.0
0.618 596.3
1.000 593.5
1.618 588.8
2.618 581.0
4.250 568.8
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 604.8 602.8
PP 604.8 601.0
S1 604.8 599.0

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

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