ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	595.7	585.0	-10.7	-1.8%	576.1
High	599.0	604.5	5.5	0.9%	604.5
Low	585.1	585.0	-0.1	0.0%	566.0
Close	585.5	600.6	15.1	2.6%	600.6
Range	13.9	19.5	5.6	40.3%	38.5
ATR	12.9	13.4	0.5	3.7%	0.0
Volume	823	3,670	2,847	345.9%	7,212

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	655.3	647.5	611.3
R3	635.8	628.0	606.0
R2	616.3	616.3	604.3
R1	608.5	608.5	602.5	612.3
PP	596.8	596.8	596.8	598.8
S1	589.0	589.0	598.8	592.8
S2	577.3	577.3	597.0
S3	557.8	569.5	595.3
S4	538.3	550.0	590.0

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	705.8	691.8	621.8
R3	667.3	653.3	611.3
R2	628.8	628.8	607.8
R1	614.8	614.8	604.3	621.8
PP	590.3	590.3	590.3	594.0
S1	576.3	576.3	597.0	583.3
S2	551.8	551.8	593.5
S3	513.3	537.8	590.0
S4	474.8	499.3	579.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	604.5	566.0	38.5	6.4%	14.0	2.3%	90%	True	False	1,442
10	604.5	557.0	47.5	7.9%	13.0	2.2%	92%	True	False	743
20	604.5	557.0	47.5	7.9%	11.3	1.9%	92%	True	False	457
40	621.0	549.9	71.1	11.8%	12.5	2.1%	71%	False	False	306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	687.5
2.618	655.5
1.618	636.0
1.000	624.0
0.618	616.5
HIGH	604.5
0.618	597.0
0.500	594.8
0.382	592.5
LOW	585.0
0.618	573.0
1.000	565.5
1.618	553.5
2.618	534.0
4.250	502.0

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	598.8	598.5
PP	596.8	596.3
S1	594.8	594.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols