ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	587.0	586.7	-0.3	-0.1%	596.3
High	588.5	591.0	2.5	0.4%	612.3
Low	577.1	583.5	6.4	1.1%	577.1
Close	587.5	584.5	-3.0	-0.5%	587.5
Range	11.4	7.5	-3.9	-34.2%	35.2
ATR	10.1	9.9	-0.2	-1.8%	0.0
Volume	108	176	68	63.0%	1,101

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	608.8	604.3	588.5
R3	601.3	596.8	586.5
R2	593.8	593.8	586.0
R1	589.3	589.3	585.3	587.8
PP	586.3	586.3	586.3	585.5
S1	581.8	581.8	583.8	580.3
S2	578.8	578.8	583.0
S3	571.3	574.3	582.5
S4	563.8	566.8	580.5

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	698.0	678.0	606.8
R3	662.8	642.8	597.3
R2	627.5	627.5	594.0
R1	607.5	607.5	590.8	600.0
PP	592.3	592.3	592.3	588.5
S1	572.3	572.3	584.3	564.8
S2	557.0	557.0	581.0
S3	522.0	537.0	577.8
S4	486.8	502.0	568.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	612.3	577.1	35.2	6.0%	12.5	2.1%	21%	False	False	200
10	618.6	577.1	41.5	7.1%	12.0	2.0%	18%	False	False	184
20	644.9	577.1	67.8	11.6%	9.0	1.5%	11%	False	False	120

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	1.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	623.0
2.618	610.8
1.618	603.3
1.000	598.5
0.618	595.8
HIGH	591.0
0.618	588.3
0.500	587.3
0.382	586.3
LOW	583.5
0.618	578.8
1.000	576.0
1.618	571.3
2.618	563.8
4.250	551.5

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	587.3	592.3
PP	586.3	589.8
S1	585.5	587.0

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