ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 685.0 710.0 25.0 3.6% 716.0
High 712.5 717.0 4.5 0.6% 727.3
Low 685.0 703.1 18.1 2.6% 632.3
Close 711.2 707.6 -3.6 -0.5% 649.4
Range 27.5 13.9 -13.6 -49.5% 95.0
ATR 18.9 18.5 -0.4 -1.9% 0.0
Volume 336 533 197 58.6% 1,170
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 751.0 743.3 715.3
R3 737.0 729.3 711.5
R2 723.3 723.3 710.3
R1 715.3 715.3 708.8 712.3
PP 709.3 709.3 709.3 707.8
S1 701.5 701.5 706.3 698.5
S2 695.3 695.3 705.0
S3 681.5 687.5 703.8
S4 667.5 673.8 700.0
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 954.8 897.0 701.8
R3 859.8 802.0 675.5
R2 764.8 764.8 666.8
R1 707.0 707.0 658.0 688.3
PP 669.8 669.8 669.8 660.3
S1 612.0 612.0 640.8 593.3
S2 574.8 574.8 632.0
S3 479.8 517.0 623.3
S4 384.8 422.0 597.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717.0 644.7 72.3 10.2% 22.3 3.1% 87% True False 303
10 737.0 632.3 104.7 14.8% 24.5 3.5% 72% False False 285
20 742.0 632.3 109.7 15.5% 18.3 2.6% 69% False False 233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 776.0
2.618 753.5
1.618 739.5
1.000 731.0
0.618 725.5
HIGH 717.0
0.618 711.8
0.500 710.0
0.382 708.5
LOW 703.0
0.618 694.5
1.000 689.3
1.618 680.5
2.618 666.8
4.250 644.0
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 710.0 704.3
PP 709.3 701.0
S1 708.5 697.8

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

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