ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 585.0 595.7 10.7 1.8% 584.6
High 597.2 599.0 1.8 0.3% 598.3
Low 583.7 585.1 1.4 0.2% 557.0
Close 593.0 585.5 -7.5 -1.3% 571.0
Range 13.5 13.9 0.4 3.0% 41.3
ATR 12.8 12.9 0.1 0.6% 0.0
Volume 2,135 823 -1,312 -61.5% 223
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 631.5 622.5 593.3
R3 617.8 608.5 589.3
R2 603.8 603.8 588.0
R1 594.8 594.8 586.8 592.3
PP 589.8 589.8 589.8 588.8
S1 580.8 580.8 584.3 578.3
S2 576.0 576.0 583.0
S3 562.0 566.8 581.8
S4 548.3 553.0 577.8
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
5 599.0 557.0 42.0 7.2% 15.0 2.5% 68% True False 718
10 599.0 557.0 42.0 7.2% 11.8 2.0% 68% True False 381
20 602.0 557.0 45.0 7.7% 10.8 1.8% 63% False False 287
40 621.0 549.9 71.1 12.1% 12.3 2.1% 50% False False 215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 658.0
2.618 635.5
1.618 621.5
1.000 613.0
0.618 607.5
HIGH 599.0
0.618 593.8
0.500 592.0
0.382 590.5
LOW 585.0
0.618 576.5
1.000 571.3
1.618 562.5
2.618 548.8
4.250 526.0
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 592.0 587.5
PP 589.8 587.0
S1 587.8 586.3

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

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