ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 596.3 605.8 9.5 1.6% 619.4
High 605.0 611.1 6.1 1.0% 619.4
Low 596.3 603.6 7.3 1.2% 595.6
Close 604.1 609.7 5.6 0.9% 598.5
Range 8.7 7.5 -1.2 -13.8% 23.8
ATR 8.7 8.6 -0.1 -1.0% 0.0
Volume 273 20 -253 -92.7% 771
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 630.8 627.8 613.8
R3 623.3 620.3 611.8
R2 615.8 615.8 611.0
R1 612.8 612.8 610.5 614.3
PP 608.3 608.3 608.3 609.0
S1 605.3 605.3 609.0 606.8
S2 600.8 600.8 608.3
S3 593.3 597.8 607.8
S4 585.8 590.3 605.5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 676.0 661.0 611.5
R3 652.0 637.3 605.0
R2 628.3 628.3 602.8
R1 613.5 613.5 600.8 609.0
PP 604.5 604.5 604.5 602.3
S1 589.5 589.5 596.3 585.3
S2 580.8 580.8 594.3
S3 557.0 565.8 592.0
S4 533.0 542.0 585.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618.6 595.6 23.0 3.8% 11.5 1.9% 61% False False 125
10 638.0 595.6 42.4 7.0% 9.3 1.5% 33% False False 129
20 645.9 595.6 50.3 8.2% 7.5 1.2% 28% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 643.0
2.618 630.8
1.618 623.3
1.000 618.5
0.618 615.8
HIGH 611.0
0.618 608.3
0.500 607.3
0.382 606.5
LOW 603.5
0.618 599.0
1.000 596.0
1.618 591.5
2.618 584.0
4.250 571.8
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 609.0 607.8
PP 608.3 605.8
S1 607.3 603.8

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

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