ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 587.8 595.5 7.7 1.3% 583.0
High 602.0 600.0 -2.0 -0.3% 592.1
Low 587.8 594.8 7.0 1.2% 574.1
Close 597.7 597.2 -0.5 -0.1% 582.9
Range 14.2 5.2 -9.0 -63.4% 18.0
ATR 13.1 12.6 -0.6 -4.3% 0.0
Volume 28 236 208 742.9% 1,353
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 613.0 610.3 600.0
R3 607.8 605.0 598.8
R2 602.5 602.5 598.3
R1 599.8 599.8 597.8 601.3
PP 597.3 597.3 597.3 598.0
S1 594.8 594.8 596.8 596.0
S2 592.3 592.3 596.3
S3 587.0 589.5 595.8
S4 581.8 584.3 594.3
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 637.0 628.0 592.8
R3 619.0 610.0 587.8
R2 601.0 601.0 586.3
R1 592.0 592.0 584.5 587.5
PP 583.0 583.0 583.0 580.8
S1 574.0 574.0 581.3 569.5
S2 565.0 565.0 579.5
S3 547.0 556.0 578.0
S4 529.0 538.0 573.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602.0 574.1 27.9 4.7% 10.3 1.7% 83% False False 285
10 602.0 557.6 44.4 7.4% 10.5 1.8% 89% False False 274
20 619.5 549.9 69.6 11.7% 13.3 2.2% 68% False False 213
40 621.6 549.9 71.7 12.0% 11.8 2.0% 66% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 622.0
2.618 613.5
1.618 608.5
1.000 605.3
0.618 603.3
HIGH 600.0
0.618 598.0
0.500 597.5
0.382 596.8
LOW 594.8
0.618 591.5
1.000 589.5
1.618 586.5
2.618 581.3
4.250 572.8
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 597.5 594.3
PP 597.3 591.0
S1 597.3 588.0

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

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