ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 26-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 26-Nov-2009 Change Change % Previous Week
Open 589.5 583.0 -6.5 -1.1% 587.8
High 591.0 583.0 -8.0 -1.4% 602.0
Low 588.5 569.0 -19.5 -3.3% 576.8
Close 589.0 569.6 -19.4 -3.3% 581.5
Range 2.5 14.0 11.5 460.0% 25.2
ATR 11.5 12.1 0.6 5.3% 0.0
Volume 20 47 27 135.0% 370
Daily Pivots for day following 26-Nov-2009
Classic Woodie Camarilla DeMark
R4 615.8 606.8 577.3
R3 601.8 592.8 573.5
R2 587.8 587.8 572.3
R1 578.8 578.8 571.0 576.3
PP 573.8 573.8 573.8 572.8
S1 564.8 564.8 568.3 562.3
S2 559.8 559.8 567.0
S3 545.8 550.8 565.8
S4 531.8 536.8 562.0
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
5 598.3 569.0 29.3 5.1% 8.8 1.5% 2% False True 43
10 602.0 569.0 33.0 5.8% 9.8 1.7% 2% False True 165
20 602.0 549.9 52.1 9.1% 10.8 1.9% 38% False False 166
40 621.0 549.9 71.1 12.5% 11.3 2.0% 28% False False 130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 642.5
2.618 619.8
1.618 605.8
1.000 597.0
0.618 591.8
HIGH 583.0
0.618 577.8
0.500 576.0
0.382 574.3
LOW 569.0
0.618 560.3
1.000 555.0
1.618 546.3
2.618 532.3
4.250 509.5
Fisher Pivots for day following 26-Nov-2009
Pivot 1 day 3 day
R1 576.0 580.0
PP 573.8 576.5
S1 571.8 573.0

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

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