ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 617.5 621.3 3.8 0.6% 586.7
High 622.1 626.2 4.1 0.7% 608.0
Low 616.5 619.4 2.9 0.5% 583.5
Close 622.1 625.6 3.5 0.6% 608.9
Range 5.6 6.8 1.2 21.4% 24.5
ATR 9.4 9.2 -0.2 -2.0% 0.0
Volume 74 41 -33 -44.6% 2,440
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 644.3 641.8 629.3
R3 637.3 634.8 627.5
R2 630.5 630.5 626.8
R1 628.0 628.0 626.3 629.3
PP 623.8 623.8 623.8 624.3
S1 621.3 621.3 625.0 622.5
S2 617.0 617.0 624.3
S3 610.3 614.5 623.8
S4 603.3 607.8 621.8
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 673.8 665.8 622.5
R3 649.3 641.3 615.8
R2 624.8 624.8 613.5
R1 616.8 616.8 611.3 620.8
PP 600.3 600.3 600.3 602.0
S1 592.3 592.3 606.8 596.3
S2 575.8 575.8 604.5
S3 551.3 567.8 602.3
S4 526.8 543.3 595.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 626.2 594.3 31.9 5.1% 7.3 1.2% 98% True False 97
10 626.2 577.1 49.1 7.8% 8.8 1.4% 99% True False 270
20 626.2 577.1 49.1 7.8% 9.8 1.6% 99% True False 233
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 655.0
2.618 644.0
1.618 637.3
1.000 633.0
0.618 630.5
HIGH 626.3
0.618 623.5
0.500 622.8
0.382 622.0
LOW 619.5
0.618 615.3
1.000 612.5
1.618 608.5
2.618 601.5
4.250 590.5
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 624.8 622.8
PP 623.8 619.8
S1 622.8 617.0

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

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