ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 19-May-2010

Day Change Summary
	Previous	Current
	18-May-2010	19-May-2010	Change	Change %	Previous Week
Open	692.0	678.4	-13.6	-2.0%	660.0
High	700.9	681.9	-19.0	-2.7%	717.0
Low	679.2	662.5	-16.7	-2.5%	660.0
Close	680.7	670.3	-10.4	-1.5%	693.3
Range	21.7	19.4	-2.3	-10.6%	57.0
ATR	19.6	19.6	0.0	-0.1%	0.0
Volume	493	158	-335	-68.0%	1,954

Daily Pivots for day following 19-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	729.8	719.5	681.0
R3	710.3	700.0	675.8
R2	691.0	691.0	673.8
R1	680.8	680.8	672.0	676.0
PP	671.5	671.5	671.5	669.3
S1	661.3	661.3	668.5	656.8
S2	652.3	652.3	666.8
S3	632.8	641.8	665.0
S4	613.3	622.5	659.8

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	861.0	834.3	724.8
R3	804.0	777.3	709.0
R2	747.0	747.0	703.8
R1	720.3	720.3	698.5	733.8
PP	690.0	690.0	690.0	696.8
S1	663.3	663.3	688.0	676.8
S2	633.0	633.0	682.8
S3	576.0	606.3	677.5
S4	519.0	549.3	662.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	717.0	662.5	54.5	8.1%	21.0	3.1%	14%	False	True	432
10	717.0	632.3	84.7	12.6%	27.0	4.0%	45%	False	False	330
20	742.0	632.3	109.7	16.4%	20.8	3.1%	35%	False	False	292
40	742.0	632.3	109.7	16.4%	14.0	2.1%	35%	False	False	222

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	3.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	764.3
2.618	732.8
1.618	713.3
1.000	701.3
0.618	694.0
HIGH	682.0
0.618	674.5
0.500	672.3
0.382	670.0
LOW	662.5
0.618	650.5
1.000	643.0
1.618	631.0
2.618	611.8
4.250	580.0

Fisher Pivots for day following 19-May-2010
Pivot	1 day	3 day
R1	672.3	681.8
PP	671.5	678.0
S1	671.0	674.0

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