ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 583.0 568.3 -14.7 -2.5% 584.6
High 583.0 581.4 -1.6 -0.3% 598.3
Low 569.0 557.0 -12.0 -2.1% 557.0
Close 569.6 571.0 1.4 0.2% 571.0
Range 14.0 24.4 10.4 74.3% 41.3
ATR 12.1 13.0 0.9 7.2% 0.0
Volume 47 51 4 8.5% 223
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 643.0 631.5 584.5
R3 618.5 607.0 577.8
R2 594.3 594.3 575.5
R1 582.5 582.5 573.3 588.5
PP 569.8 569.8 569.8 572.8
S1 558.3 558.3 568.8 564.0
S2 545.5 545.5 566.5
S3 521.0 533.8 564.3
S4 496.5 509.5 557.5
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 699.3 676.5 593.8
R3 658.0 635.3 582.3
R2 616.8 616.8 578.5
R1 593.8 593.8 574.8 584.8
PP 575.5 575.5 575.5 570.8
S1 552.5 552.5 567.3 543.3
S2 534.3 534.3 563.5
S3 492.8 511.3 559.8
S4 451.5 470.0 548.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 598.3 557.0 41.3 7.2% 12.3 2.2% 34% False True 44
10 602.0 557.0 45.0 7.9% 11.3 2.0% 31% False True 59
20 602.0 549.9 52.1 9.1% 11.3 2.0% 40% False False 159
40 621.0 549.9 71.1 12.5% 11.8 2.1% 30% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 685.0
2.618 645.3
1.618 621.0
1.000 605.8
0.618 596.5
HIGH 581.5
0.618 572.0
0.500 569.3
0.382 566.3
LOW 557.0
0.618 542.0
1.000 532.5
1.618 517.5
2.618 493.0
4.250 453.3
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 570.5 574.0
PP 569.8 573.0
S1 569.3 572.0

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

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