ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 736.0 716.0 -20.0 -2.7% 737.6
High 737.0 727.3 -9.7 -1.3% 742.0
Low 712.0 716.0 4.0 0.6% 712.0
Close 713.1 727.6 14.5 2.0% 713.1
Range 25.0 11.3 -13.7 -54.8% 30.0
ATR 10.7 11.0 0.2 2.3% 0.0
Volume 405 518 113 27.9% 1,064
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 757.5 753.8 733.8
R3 746.3 742.5 730.8
R2 735.0 735.0 729.8
R1 731.3 731.3 728.8 733.0
PP 723.8 723.8 723.8 724.5
S1 720.0 720.0 726.5 721.8
S2 712.3 712.3 725.5
S3 701.0 708.8 724.5
S4 689.8 697.3 721.5
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
5 737.0 712.0 25.0 3.4% 15.5 2.1% 62% False False 298
10 742.0 707.4 34.6 4.8% 12.8 1.8% 58% False False 249
20 742.0 688.5 53.5 7.4% 10.5 1.4% 73% False False 228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 775.3
2.618 757.0
1.618 745.5
1.000 738.5
0.618 734.3
HIGH 727.3
0.618 723.0
0.500 721.8
0.382 720.3
LOW 716.0
0.618 709.0
1.000 704.8
1.618 697.8
2.618 686.5
4.250 668.0
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 725.5 726.5
PP 723.8 725.5
S1 721.8 724.5

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

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