ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	614.5	618.5	4.0	0.7%	575.3
High	619.6	619.7	0.1	0.0%	610.7
Low	612.0	614.9	2.9	0.5%	575.3
Close	617.8	618.1	0.3	0.0%	609.9
Range	7.6	4.8	-2.8	-36.8%	35.4
ATR	10.9	10.5	-0.4	-4.0%	0.0
Volume	20	76	56	280.0%	123

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	632.0	629.8	620.8
R3	627.3	625.0	619.5
R2	622.3	622.3	619.0
R1	620.3	620.3	618.5	619.0
PP	617.5	617.5	617.5	617.0
S1	615.5	615.5	617.8	614.0
S2	612.8	612.8	617.3
S3	608.0	610.8	616.8
S4	603.3	605.8	615.5

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	704.8	692.8	629.3
R3	669.5	657.3	619.8
R2	634.0	634.0	616.5
R1	622.0	622.0	613.3	628.0
PP	598.8	598.8	598.8	601.8
S1	586.5	586.5	606.8	592.5
S2	563.3	563.3	603.5
S3	527.8	551.3	600.3
S4	492.5	515.8	590.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	619.7	602.0	17.7	2.9%	8.3	1.3%	91%	True	False	35
10	619.7	572.4	47.3	7.7%	8.3	1.3%	97%	True	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	640.0
2.618	632.3
1.618	627.5
1.000	624.5
0.618	622.8
HIGH	619.8
0.618	617.8
0.500	617.3
0.382	616.8
LOW	615.0
0.618	612.0
1.000	610.0
1.618	607.3
2.618	602.3
4.250	594.5

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	617.8	615.8
PP	617.5	613.3
S1	617.3	611.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols