ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 23-Apr-2010

Day Change Summary
	Previous	Current
	22-Apr-2010	23-Apr-2010	Change	Change %	Previous Week
Open	718.4	726.0	7.6	1.1%	710.6
High	729.3	737.3	8.0	1.1%	737.3
Low	713.1	726.0	12.9	1.8%	699.0
Close	726.6	736.7	10.1	1.4%	736.7
Range	16.2	11.3	-4.9	-30.2%	38.3
ATR	8.5	8.7	0.2	2.3%	0.0
Volume	336	369	33	9.8%	1,044

Daily Pivots for day following 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	767.3	763.3	743.0
R3	756.0	752.0	739.8
R2	744.8	744.8	738.8
R1	740.8	740.8	737.8	742.8
PP	733.3	733.3	733.3	734.3
S1	729.3	729.3	735.8	731.3
S2	722.0	722.0	734.8
S3	710.8	718.0	733.5
S4	699.5	706.8	730.5

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	839.3	826.3	757.8
R3	801.0	788.0	747.3
R2	762.8	762.8	743.8
R1	749.8	749.8	740.3	756.3
PP	724.3	724.3	724.3	727.5
S1	711.3	711.3	733.3	717.8
S2	686.0	686.0	729.8
S3	647.8	673.0	726.3
S4	609.5	634.8	715.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	737.3	699.0	38.3	5.2%	11.5	1.6%	98%	True	False	208
10	737.3	696.8	40.5	5.5%	10.0	1.3%	99%	True	False	187
20	737.3	675.5	61.8	8.4%	7.5	1.0%	99%	True	False	153

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	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	785.3
2.618	767.0
1.618	755.5
1.000	748.5
0.618	744.3
HIGH	737.3
0.618	733.0
0.500	731.8
0.382	730.3
LOW	726.0
0.618	719.0
1.000	714.8
1.618	707.8
2.618	696.5
4.250	678.0

Fisher Pivots for day following 23-Apr-2010
Pivot	1 day	3 day
R1	735.0	732.8
PP	733.3	729.0
S1	731.8	725.3

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