ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 606.0 598.6 -7.4 -1.2% 612.1
High 619.5 612.0 -7.5 -1.2% 621.0
Low 595.3 594.8 -0.5 -0.1% 602.1
Close 600.2 610.2 10.0 1.7% 612.0
Range 24.2 17.2 -7.0 -28.9% 18.9
ATR 12.0 12.3 0.4 3.1% 0.0
Volume 347 97 -250 -72.0% 151
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 657.3 651.0 619.8
R3 640.0 633.8 615.0
R2 622.8 622.8 613.3
R1 616.5 616.5 611.8 619.8
PP 605.8 605.8 605.8 607.3
S1 599.3 599.3 608.5 602.5
S2 588.5 588.5 607.0
S3 571.3 582.3 605.5
S4 554.0 565.0 600.8
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
5 621.0 594.8 26.2 4.3% 16.3 2.7% 59% False True 147
10 621.0 594.8 26.2 4.3% 12.3 2.0% 59% False True 91
20 621.0 572.4 48.6 8.0% 11.0 1.8% 78% False False 59
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685.0
2.618 657.0
1.618 639.8
1.000 629.3
0.618 622.8
HIGH 612.0
0.618 605.5
0.500 603.5
0.382 601.3
LOW 594.8
0.618 584.3
1.000 577.5
1.618 567.0
2.618 549.8
4.250 521.8
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 608.0 609.3
PP 605.8 608.5
S1 603.5 607.5

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

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