ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 595.9 582.0 -13.9 -2.3% 587.8
High 595.9 583.0 -12.9 -2.2% 602.0
Low 578.0 576.8 -1.2 -0.2% 576.8
Close 582.9 581.5 -1.4 -0.2% 581.5
Range 17.9 6.2 -11.7 -65.4% 25.2
ATR 12.6 12.2 -0.5 -3.6% 0.0
Volume 27 46 19 70.4% 370
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 599.0 596.5 585.0
R3 592.8 590.3 583.3
R2 586.8 586.8 582.8
R1 584.0 584.0 582.0 582.3
PP 580.5 580.5 580.5 579.5
S1 577.8 577.8 581.0 576.0
S2 574.3 574.3 580.3
S3 568.0 571.8 579.8
S4 561.8 565.5 578.0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 662.3 647.3 595.3
R3 637.3 622.0 588.5
R2 612.0 612.0 586.0
R1 596.8 596.8 583.8 591.8
PP 586.8 586.8 586.8 584.3
S1 571.5 571.5 579.3 566.5
S2 561.5 561.5 577.0
S3 536.3 546.3 574.5
S4 511.3 521.3 567.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602.0 576.8 25.2 4.3% 10.0 1.7% 19% False True 74
10 602.0 574.1 27.9 4.8% 9.3 1.6% 27% False False 172
20 607.0 549.9 57.1 9.8% 12.0 2.0% 55% False False 191
40 621.0 549.9 71.1 12.2% 11.8 2.0% 44% False False 128
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 1.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 609.3
2.618 599.3
1.618 593.0
1.000 589.3
0.618 586.8
HIGH 583.0
0.618 580.8
0.500 580.0
0.382 579.3
LOW 576.8
0.618 573.0
1.000 570.5
1.618 566.8
2.618 560.5
4.250 550.5
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 581.0 587.5
PP 580.5 585.5
S1 580.0 583.5

Download as Excel Spreadsheet

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

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