ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	598.6	612.0	13.4	2.2%	607.7
High	612.0	612.0	0.0	0.0%	621.0
Low	594.8	595.9	1.1	0.2%	594.8
Close	610.2	599.1	-11.1	-1.8%	599.1
Range	17.2	16.1	-1.1	-6.4%	26.2
ATR	12.3	12.6	0.3	2.2%	0.0
Volume	97	112	15	15.5%	834

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	650.8	641.0	608.0
R3	634.5	624.8	603.5
R2	618.5	618.5	602.0
R1	608.8	608.8	600.5	605.5
PP	602.3	602.3	602.3	600.8
S1	592.8	592.8	597.5	589.5
S2	586.3	586.3	596.3
S3	570.3	576.5	594.8
S4	554.0	560.5	590.3

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	683.5	667.5	613.5
R3	657.3	641.3	606.3
R2	631.3	631.3	604.0
R1	615.3	615.3	601.5	610.0
PP	605.0	605.0	605.0	602.5
S1	589.0	589.0	596.8	583.8
S2	578.8	578.8	594.3
S3	552.5	562.8	592.0
S4	526.3	536.5	584.8

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	4.4%	16.8	2.8%	16%	False	False	166
10	621.0	594.8	26.2	4.4%	13.0	2.2%	16%	False	False	98
20	621.0	572.4	48.6	8.1%	11.5	1.9%	55%	False	False	64

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	2.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	680.5
2.618	654.3
1.618	638.0
1.000	628.0
0.618	622.0
HIGH	612.0
0.618	605.8
0.500	604.0
0.382	602.0
LOW	596.0
0.618	586.0
1.000	579.8
1.618	569.8
2.618	553.8
4.250	527.5

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	604.0	607.3
PP	602.3	604.5
S1	600.8	601.8

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