ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 607.7 620.2 12.5 2.1% 612.1
High 621.0 620.3 -0.7 -0.1% 621.0
Low 607.7 607.0 -0.7 -0.1% 602.1
Close 615.4 611.5 -3.9 -0.6% 612.0
Range 13.3 13.3 0.0 0.0% 18.9
ATR 10.8 11.0 0.2 1.6% 0.0
Volume 259 19 -240 -92.7% 151
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 652.8 645.5 618.8
R3 639.5 632.3 615.3
R2 626.3 626.3 614.0
R1 618.8 618.8 612.8 616.0
PP 613.0 613.0 613.0 611.5
S1 605.5 605.5 610.3 602.5
S2 599.8 599.8 609.0
S3 586.3 592.3 607.8
S4 573.0 579.0 604.3
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 668.5 659.0 622.5
R3 649.5 640.3 617.3
R2 630.5 630.5 615.5
R1 621.3 621.3 613.8 616.5
PP 611.8 611.8 611.8 609.3
S1 602.5 602.5 610.3 597.5
S2 592.8 592.8 608.5
S3 574.0 583.5 606.8
S4 555.0 564.5 601.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.0 607.0 14.0 2.3% 10.5 1.7% 32% False True 77
10 621.0 595.0 26.0 4.3% 9.3 1.5% 63% False False 50
20 621.6 572.4 49.2 8.0% 10.3 1.7% 79% False False 56
Crabel Price Patterns
NR False
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 1.7
Fibonacci Retracements and Extensions
4.250 676.8
2.618 655.0
1.618 641.8
1.000 633.5
0.618 628.5
HIGH 620.3
0.618 615.3
0.500 613.8
0.382 612.0
LOW 607.0
0.618 598.8
1.000 593.8
1.618 585.5
2.618 572.3
4.250 550.5
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 613.8 614.0
PP 613.0 613.3
S1 612.3 612.3

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

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