ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	621.0	628.2	7.2	1.2%	608.4
High	629.5	630.8	1.3	0.2%	629.5
Low	621.0	626.8	5.8	0.9%	607.7
Close	627.5	629.0	1.5	0.2%	627.5
Range	8.5	4.0	-4.5	-52.9%	21.8
ATR	9.2	8.8	-0.4	-4.0%	0.0
Volume	124	345	221	178.2%	276

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	640.8	639.0	631.3
R3	636.8	635.0	630.0
R2	632.8	632.8	629.8
R1	631.0	631.0	629.3	632.0
PP	628.8	628.8	628.8	629.3
S1	627.0	627.0	628.8	628.0
S2	624.8	624.8	628.3
S3	620.8	623.0	628.0
S4	616.8	619.0	626.8

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	687.0	679.0	639.5
R3	665.3	657.3	633.5
R2	643.3	643.3	631.5
R1	635.5	635.5	629.5	639.5
PP	621.5	621.5	621.5	623.5
S1	613.8	613.8	625.5	617.5
S2	599.8	599.8	623.5
S3	578.0	591.8	621.5
S4	556.3	570.0	615.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	630.8	607.8	23.0	3.7%	6.8	1.1%	92%	True	False	118
10	630.8	583.9	46.9	7.5%	8.3	1.3%	96%	True	False	288
20	630.8	577.1	53.7	8.5%	10.0	1.6%	97%	True	False	236

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	647.8
2.618	641.3
1.618	637.3
1.000	634.8
0.618	633.3
HIGH	630.8
0.618	629.3
0.500	628.8
0.382	628.3
LOW	626.8
0.618	624.3
1.000	622.8
1.618	620.3
2.618	616.3
4.250	609.8

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	629.0	627.8
PP	628.8	626.5
S1	628.8	625.0

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