ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 595.0 585.0 -10.0 -1.7% 638.7
High 606.3 610.3 4.0 0.7% 645.8
Low 584.0 582.6 -1.4 -0.2% 588.0
Close 587.4 609.9 22.5 3.8% 592.8
Range 22.3 27.7 5.4 24.2% 57.8
ATR
Volume 0 4,886 4,886 2,656
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 684.0 674.8 625.3
R3 656.3 647.0 617.5
R2 628.8 628.8 615.0
R1 619.3 619.3 612.5 624.0
PP 601.0 601.0 601.0 603.3
S1 591.5 591.5 607.3 596.3
S2 573.3 573.3 604.8
S3 545.5 563.8 602.3
S4 517.8 536.3 594.8
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
5 610.3 582.6 27.7 4.5% 17.0 2.8% 99% True True 1,029
10 645.8 582.6 63.2 10.4% 16.0 2.6% 43% False True 758
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 3.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 728.0
2.618 682.8
1.618 655.0
1.000 638.0
0.618 627.5
HIGH 610.3
0.618 599.8
0.500 596.5
0.382 593.3
LOW 582.5
0.618 565.5
1.000 555.0
1.618 537.8
2.618 510.0
4.250 465.0
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 605.5 605.5
PP 601.0 601.0
S1 596.5 596.5

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

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