ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 560.5 567.5 7.0 1.2% 602.1
High 563.7 572.0 8.3 1.5% 607.0
Low 553.7 558.5 4.8 0.9% 557.7
Close 565.7 561.7 -4.0 -0.7% 559.5
Range 10.0 13.5 3.5 35.0% 49.3
ATR 13.6 13.6 0.0 -0.1% 0.0
Volume 96 59 -37 -38.5% 856
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 604.5 596.8 569.0
R3 591.0 583.3 565.5
R2 577.5 577.5 564.3
R1 569.8 569.8 563.0 566.8
PP 564.0 564.0 564.0 562.8
S1 556.3 556.3 560.5 553.3
S2 550.5 550.5 559.3
S3 537.0 542.8 558.0
S4 523.5 529.3 554.3
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 722.8 690.3 586.5
R3 673.3 641.0 573.0
R2 624.0 624.0 568.5
R1 591.8 591.8 564.0 583.3
PP 574.8 574.8 574.8 570.5
S1 542.5 542.5 555.0 534.0
S2 525.5 525.5 550.5
S3 476.3 493.3 546.0
S4 426.8 443.8 532.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578.0 549.9 28.1 5.0% 13.5 2.4% 42% False False 75
10 612.0 549.9 62.1 11.1% 15.0 2.7% 19% False False 124
20 621.0 549.9 71.1 12.7% 13.0 2.3% 17% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 629.5
2.618 607.3
1.618 593.8
1.000 585.5
0.618 580.3
HIGH 572.0
0.618 566.8
0.500 565.3
0.382 563.8
LOW 558.5
0.618 550.3
1.000 545.0
1.618 536.8
2.618 523.3
4.250 501.0
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 565.3 561.5
PP 564.0 561.3
S1 563.0 561.0

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

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