ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 724.3 736.0 11.7 1.6% 737.6
High 735.0 737.0 2.0 0.3% 742.0
Low 720.0 712.0 -8.0 -1.1% 712.0
Close 734.6 713.1 -21.5 -2.9% 713.1
Range 15.0 25.0 10.0 66.7% 30.0
ATR 9.6 10.7 1.1 11.4% 0.0
Volume 165 405 240 145.5% 1,064
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 795.8 779.5 726.8
R3 770.8 754.5 720.0
R2 745.8 745.8 717.8
R1 729.5 729.5 715.5 725.0
PP 720.8 720.8 720.8 718.5
S1 704.5 704.5 710.8 700.0
S2 695.8 695.8 708.5
S3 670.8 679.5 706.3
S4 645.8 654.5 699.3
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 812.3 792.8 729.5
R3 782.3 762.8 721.3
R2 752.3 752.3 718.5
R1 732.8 732.8 715.8 727.5
PP 722.3 722.3 722.3 719.8
S1 702.8 702.8 710.3 697.5
S2 692.3 692.3 707.5
S3 662.3 672.8 704.8
S4 632.3 642.8 696.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742.0 712.0 30.0 4.2% 14.8 2.1% 4% False True 212
10 742.0 699.0 43.0 6.0% 13.0 1.8% 33% False False 210
20 742.0 684.3 57.7 8.1% 10.3 1.4% 50% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 843.3
2.618 802.5
1.618 777.5
1.000 762.0
0.618 752.5
HIGH 737.0
0.618 727.5
0.500 724.5
0.382 721.5
LOW 712.0
0.618 696.5
1.000 687.0
1.618 671.5
2.618 646.5
4.250 605.8
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 724.5 724.5
PP 720.8 720.8
S1 717.0 717.0

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

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