ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 695.9 693.8 -2.1 -0.3% 677.8
High 698.3 697.3 -1.0 -0.1% 682.7
Low 691.0 688.5 -2.5 -0.4% 675.5
Close 695.0 694.5 -0.5 -0.1% 679.7
Range 7.3 8.8 1.5 20.5% 7.2
ATR
Volume 47 89 42 89.4% 81
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 719.8 716.0 699.3
R3 711.0 707.3 697.0
R2 702.3 702.3 696.0
R1 698.3 698.3 695.3 700.3
PP 693.5 693.5 693.5 694.5
S1 689.5 689.5 693.8 691.5
S2 684.8 684.8 693.0
S3 675.8 680.8 692.0
S4 667.0 672.0 689.8
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 701.0 697.5 683.8
R3 693.8 690.3 681.8
R2 686.5 686.5 681.0
R1 683.0 683.0 680.3 684.8
PP 679.3 679.3 679.3 680.3
S1 676.0 676.0 679.0 677.5
S2 672.0 672.0 678.5
S3 665.0 668.8 677.8
S4 657.8 661.5 675.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 698.3 680.5 17.8 2.6% 5.0 0.7% 79% False False 119
10 698.3 675.5 22.8 3.3% 5.0 0.7% 83% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 734.8
2.618 720.3
1.618 711.5
1.000 706.0
0.618 702.8
HIGH 697.3
0.618 694.0
0.500 693.0
0.382 691.8
LOW 688.5
0.618 683.0
1.000 679.8
1.618 674.3
2.618 665.5
4.250 651.0
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 694.0 694.3
PP 693.5 693.8
S1 693.0 693.5

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

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