ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 04-May-2010

Day Change Summary
	Previous	Current
	03-May-2010	04-May-2010	Change	Change %	Previous Week
Open	716.0	719.4	3.4	0.5%	737.6
High	727.3	719.4	-7.9	-1.1%	742.0
Low	716.0	704.0	-12.0	-1.7%	712.0
Close	727.6	708.4	-19.2	-2.6%	713.1
Range	11.3	15.4	4.1	36.3%	30.0
ATR	11.0	11.9	0.9	8.2%	0.0
Volume	518	28	-490	-94.6%	1,064

Daily Pivots for day following 04-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	756.8	748.0	716.8
R3	741.5	732.5	712.8
R2	726.0	726.0	711.3
R1	717.3	717.3	709.8	714.0
PP	710.5	710.5	710.5	709.0
S1	701.8	701.8	707.0	698.5
S2	695.3	695.3	705.5
S3	679.8	686.5	704.3
S4	664.5	671.0	700.0

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	704.0	33.0	4.7%	14.8	2.1%	13%	False	True	267
10	742.0	704.0	38.0	5.4%	13.5	1.9%	12%	False	True	246
20	742.0	688.5	53.5	7.6%	11.0	1.6%	37%	False	False	208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	784.8
2.618	759.8
1.618	744.3
1.000	734.8
0.618	729.0
HIGH	719.5
0.618	713.5
0.500	711.8
0.382	710.0
LOW	704.0
0.618	694.5
1.000	688.5
1.618	679.0
2.618	663.8
4.250	638.5

Fisher Pivots for day following 04-May-2010
Pivot	1 day	3 day
R1	711.8	720.5
PP	710.5	716.5
S1	709.5	712.5

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