ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 637.9 664.4 26.5 4.2% 642.6
High 667.0 669.0 2.0 0.3% 669.0
Low 637.9 653.9 16.0 2.5% 614.6
Close 665.9 658.7 -7.2 -1.1% 658.7
Range 29.1 15.1 -14.0 -48.1% 54.4
ATR 21.9 21.4 -0.5 -2.2% 0.0
Volume 522 807 285 54.6% 3,456
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 705.8 697.3 667.0
R3 690.8 682.3 662.8
R2 675.8 675.8 661.5
R1 667.3 667.3 660.0 663.8
PP 660.5 660.5 660.5 659.0
S1 652.0 652.0 657.3 648.8
S2 645.5 645.5 656.0
S3 630.3 637.0 654.5
S4 615.3 621.8 650.5
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 810.8 789.0 688.5
R3 756.3 734.8 673.8
R2 701.8 701.8 668.8
R1 680.3 680.3 663.8 691.0
PP 647.5 647.5 647.5 652.8
S1 625.8 625.8 653.8 636.8
S2 593.0 593.0 648.8
S3 538.8 571.5 643.8
S4 484.3 517.0 628.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669.0 614.6 54.4 8.3% 20.5 3.1% 81% True False 691
10 700.9 614.6 86.3 13.1% 23.5 3.6% 51% False False 512
20 727.3 614.6 112.7 17.1% 24.0 3.7% 39% False False 412
40 742.0 614.6 127.4 19.3% 17.3 2.6% 35% False False 307
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 6.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 733.3
2.618 708.5
1.618 693.5
1.000 684.0
0.618 678.3
HIGH 669.0
0.618 663.3
0.500 661.5
0.382 659.8
LOW 654.0
0.618 644.5
1.000 638.8
1.618 629.5
2.618 614.3
4.250 589.8
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 661.5 656.0
PP 660.5 653.3
S1 659.5 650.5

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

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