ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
05-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 592.8 595.0 2.2 0.4% 638.7
High 592.8 606.3 13.5 2.3% 645.8
Low 592.8 584.0 -8.8 -1.5% 588.0
Close 592.8 587.4 -5.4 -0.9% 592.8
Range 0.0 22.3 22.3 57.8
ATR
Volume
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 659.5 645.8 599.8
R3 637.3 623.5 593.5
R2 614.8 614.8 591.5
R1 601.3 601.3 589.5 596.8
PP 592.5 592.5 592.5 590.5
S1 578.8 578.8 585.3 574.5
S2 570.3 570.3 583.3
S3 548.0 556.5 581.3
S4 525.8 534.3 575.3
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 782.3 745.3 624.5
R3 724.5 687.5 608.8
R2 666.8 666.8 603.5
R1 629.8 629.8 598.0 619.3
PP 608.8 608.8 608.8 603.8
S1 572.0 572.0 587.5 561.5
S2 551.0 551.0 582.3
S3 493.3 514.3 577.0
S4 435.5 456.3 561.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619.1 584.0 35.1 6.0% 14.3 2.4% 10% False True 124
10 645.8 584.0 61.8 10.5% 13.8 2.3% 6% False True 269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 701.0
2.618 664.8
1.618 642.5
1.000 628.5
0.618 620.0
HIGH 606.3
0.618 597.8
0.500 595.3
0.382 592.5
LOW 584.0
0.618 570.3
1.000 561.8
1.618 548.0
2.618 525.5
4.250 489.3
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 595.3 596.8
PP 592.5 593.8
S1 590.0 590.5

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

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