ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 693.8 693.5 -0.3 0.0% 684.3
High 697.3 697.7 0.4 0.1% 698.3
Low 688.5 691.1 2.6 0.4% 684.3
Close 694.5 698.9 4.4 0.6% 698.9
Range 8.8 6.6 -2.2 -25.0% 14.0
ATR 0.0 6.5 6.5 0.0
Volume 89 544 455 511.2% 1,123
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 715.8 714.0 702.5
R3 709.0 707.3 700.8
R2 702.5 702.5 700.0
R1 700.8 700.8 699.5 701.5
PP 696.0 696.0 696.0 696.3
S1 694.0 694.0 698.3 695.0
S2 689.3 689.3 697.8
S3 682.8 687.5 697.0
S4 676.0 681.0 695.3
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 735.8 731.3 706.5
R3 721.8 717.3 702.8
R2 707.8 707.8 701.5
R1 703.3 703.3 700.3 705.5
PP 693.8 693.8 693.8 695.0
S1 689.3 689.3 697.5 691.5
S2 679.8 679.8 696.3
S3 665.8 675.3 695.0
S4 651.8 661.3 691.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 698.3 684.3 14.0 2.0% 6.5 0.9% 104% False False 224
10 698.3 675.5 22.8 3.3% 5.3 0.8% 103% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 725.8
2.618 715.0
1.618 708.5
1.000 704.3
0.618 701.8
HIGH 697.8
0.618 695.3
0.500 694.5
0.382 693.5
LOW 691.0
0.618 687.0
1.000 684.5
1.618 680.5
2.618 673.8
4.250 663.0
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 697.5 697.0
PP 696.0 695.3
S1 694.5 693.5

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

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