ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	602.1	593.2	-8.9	-1.5%	607.7
High	607.0	594.0	-13.0	-2.1%	621.0
Low	588.3	582.9	-5.4	-0.9%	594.8
Close	592.4	583.9	-8.5	-1.4%	599.1
Range	18.7	11.1	-7.6	-40.6%	26.2
ATR	13.0	12.9	-0.1	-1.1%	0.0
Volume	306	204	-102	-33.3%	834

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	620.3	613.3	590.0
R3	609.3	602.0	587.0
R2	598.0	598.0	586.0
R1	591.0	591.0	585.0	589.0
PP	587.0	587.0	587.0	586.0
S1	579.8	579.8	583.0	577.8
S2	575.8	575.8	581.8
S3	564.8	568.8	580.8
S4	553.8	557.8	577.8

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	619.5	582.9	36.6	6.3%	17.5	3.0%	3%	False	True	213
10	621.0	582.9	38.1	6.5%	14.0	2.4%	3%	False	True	145
20	621.0	572.4	48.6	8.3%	12.0	2.0%	24%	False	False	88

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.5
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	641.3
2.618	623.0
1.618	612.0
1.000	605.0
0.618	600.8
HIGH	594.0
0.618	589.8
0.500	588.5
0.382	587.3
LOW	583.0
0.618	576.0
1.000	571.8
1.618	565.0
2.618	553.8
4.250	535.8

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	588.5	597.5
PP	587.0	593.0
S1	585.5	588.5

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