ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	737.6	734.7	-2.9	-0.4%	710.6
High	742.0	736.6	-5.4	-0.7%	737.3
Low	734.7	717.0	-17.7	-2.4%	699.0
Close	734.3	718.8	-15.5	-2.1%	736.7
Range	7.3	19.6	12.3	168.5%	38.3
ATR	8.6	9.4	0.8	9.1%	0.0
Volume	91	183	92	101.1%	1,044

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	783.0	770.5	729.5
R3	763.3	750.8	724.3
R2	743.8	743.8	722.5
R1	731.3	731.3	720.5	727.8
PP	724.3	724.3	724.3	722.3
S1	711.8	711.8	717.0	708.0
S2	704.5	704.5	715.3
S3	685.0	692.0	713.5
S4	665.3	672.5	708.0

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	742.0	713.1	28.9	4.0%	12.3	1.7%	20%	False	False	226
10	742.0	699.0	43.0	6.0%	11.5	1.6%	46%	False	False	166
20	742.0	675.8	66.2	9.2%	8.5	1.2%	65%	False	False	165

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	1.8
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	820.0
2.618	788.0
1.618	768.3
1.000	756.3
0.618	748.8
HIGH	736.5
0.618	729.0
0.500	726.8
0.382	724.5
LOW	717.0
0.618	705.0
1.000	697.5
1.618	685.3
2.618	665.8
4.250	633.8

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	726.8	729.5
PP	724.3	726.0
S1	721.5	722.3

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