ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 620.8 623.8 3.0 0.5% 608.4
High 628.3 627.0 -1.3 -0.2% 629.5
Low 620.5 616.7 -3.8 -0.6% 607.7
Close 625.5 626.9 1.4 0.2% 627.5
Range 7.8 10.3 2.5 32.1% 21.8
ATR 8.9 9.0 0.1 1.1% 0.0
Volume 116 157 41 35.3% 276
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 654.5 651.0 632.5
R3 644.3 640.8 629.8
R2 633.8 633.8 628.8
R1 630.3 630.3 627.8 632.0
PP 623.5 623.5 623.5 624.5
S1 620.0 620.0 626.0 621.8
S2 613.3 613.3 625.0
S3 603.0 609.8 624.0
S4 592.8 599.5 621.3
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
5 630.8 616.7 14.1 2.2% 8.3 1.3% 72% False True 474
10 630.8 594.3 36.5 5.8% 7.8 1.2% 89% False False 285
20 630.8 577.1 53.7 8.6% 10.0 1.6% 93% False False 307
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 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 670.8
2.618 654.0
1.618 643.8
1.000 637.3
0.618 633.3
HIGH 627.0
0.618 623.0
0.500 621.8
0.382 620.8
LOW 616.8
0.618 610.3
1.000 606.5
1.618 600.0
2.618 589.8
4.250 573.0
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 625.3 625.8
PP 623.5 624.8
S1 621.8 623.8

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

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