ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 598.6 612.0 13.4 2.2% 607.7
High 612.0 612.0 0.0 0.0% 621.0
Low 594.8 595.9 1.1 0.2% 594.8
Close 610.2 599.1 -11.1 -1.8% 599.1
Range 17.2 16.1 -1.1 -6.4% 26.2
ATR 12.3 12.6 0.3 2.2% 0.0
Volume 97 112 15 15.5% 834
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 650.8 641.0 608.0
R3 634.5 624.8 603.5
R2 618.5 618.5 602.0
R1 608.8 608.8 600.5 605.5
PP 602.3 602.3 602.3 600.8
S1 592.8 592.8 597.5 589.5
S2 586.3 586.3 596.3
S3 570.3 576.5 594.8
S4 554.0 560.5 590.3
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 683.5 667.5 613.5
R3 657.3 641.3 606.3
R2 631.3 631.3 604.0
R1 615.3 615.3 601.5 610.0
PP 605.0 605.0 605.0 602.5
S1 589.0 589.0 596.8 583.8
S2 578.8 578.8 594.3
S3 552.5 562.8 592.0
S4 526.3 536.5 584.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.0 594.8 26.2 4.4% 16.8 2.8% 16% False False 166
10 621.0 594.8 26.2 4.4% 13.0 2.2% 16% False False 98
20 621.0 572.4 48.6 8.1% 11.5 1.9% 55% False False 64
Crabel Price Patterns
NR True
NR4 False
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680.5
2.618 654.3
1.618 638.0
1.000 628.0
0.618 622.0
HIGH 612.0
0.618 605.8
0.500 604.0
0.382 602.0
LOW 596.0
0.618 586.0
1.000 579.8
1.618 569.8
2.618 553.8
4.250 527.5
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 604.0 607.3
PP 602.3 604.5
S1 600.8 601.8

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

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