ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 586.7 585.7 -1.0 -0.2% 596.3
High 591.0 594.0 3.0 0.5% 612.3
Low 583.5 583.9 0.4 0.1% 577.1
Close 584.5 589.7 5.2 0.9% 587.5
Range 7.5 10.1 2.6 34.7% 35.2
ATR 9.9 9.9 0.0 0.1% 0.0
Volume 176 221 45 25.6% 1,101
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 619.5 614.8 595.3
R3 609.5 604.5 592.5
R2 599.3 599.3 591.5
R1 594.5 594.5 590.8 597.0
PP 589.3 589.3 589.3 590.5
S1 584.5 584.5 588.8 586.8
S2 579.0 579.0 587.8
S3 569.0 574.3 587.0
S4 559.0 564.3 584.3
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% 13.0 2.2% 36% False False 241
10 618.6 577.1 41.5 7.0% 12.3 2.1% 30% False False 183
20 644.9 577.1 67.8 11.5% 9.5 1.6% 19% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637.0
2.618 620.5
1.618 610.3
1.000 604.0
0.618 600.3
HIGH 594.0
0.618 590.3
0.500 589.0
0.382 587.8
LOW 584.0
0.618 577.8
1.000 573.8
1.618 567.5
2.618 557.5
4.250 541.0
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 589.5 588.3
PP 589.3 587.0
S1 589.0 585.5

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

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