ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 590.3 589.5 -0.8 -0.1% 587.8
High 590.3 591.0 0.7 0.1% 602.0
Low 583.3 588.5 5.2 0.9% 576.8
Close 588.9 589.0 0.1 0.0% 581.5
Range 7.0 2.5 -4.5 -64.3% 25.2
ATR 12.2 11.5 -0.7 -5.7% 0.0
Volume 70 20 -50 -71.4% 370
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 597.0 595.5 590.5
R3 594.5 593.0 589.8
R2 592.0 592.0 589.5
R1 590.5 590.5 589.3 590.0
PP 589.5 589.5 589.5 589.3
S1 588.0 588.0 588.8 587.5
S2 587.0 587.0 588.5
S3 584.5 585.5 588.3
S4 582.0 583.0 587.5
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
5 598.3 576.8 21.5 3.7% 9.5 1.6% 57% False False 39
10 602.0 574.1 27.9 4.7% 10.0 1.7% 53% False False 164
20 602.0 549.9 52.1 8.8% 10.8 1.8% 75% False False 164
40 621.0 549.9 71.1 12.1% 11.5 1.9% 55% False False 130
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 1.1
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 601.5
2.618 597.5
1.618 595.0
1.000 593.5
0.618 592.5
HIGH 591.0
0.618 590.0
0.500 589.8
0.382 589.5
LOW 588.5
0.618 587.0
1.000 586.0
1.618 584.5
2.618 582.0
4.250 578.0
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 589.8 590.8
PP 589.5 590.3
S1 589.3 589.5

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

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