ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 564.4 569.0 4.6 0.8% 602.1
High 578.0 571.8 -6.2 -1.1% 607.0
Low 564.4 557.7 -6.7 -1.2% 557.7
Close 574.2 559.5 -14.7 -2.6% 559.5
Range 13.6 14.1 0.5 3.7% 49.3
ATR 13.5 13.7 0.2 1.6% 0.0
Volume 19 182 163 857.9% 856
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 605.3 596.5 567.3
R3 591.3 582.5 563.5
R2 577.0 577.0 562.0
R1 568.3 568.3 560.8 565.8
PP 563.0 563.0 563.0 561.8
S1 554.3 554.3 558.3 551.5
S2 549.0 549.0 557.0
S3 534.8 540.0 555.5
S4 520.8 526.0 551.8
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 722.8 690.3 586.5
R3 673.3 641.0 573.0
R2 624.0 624.0 568.5
R1 591.8 591.8 564.0 583.3
PP 574.8 574.8 574.8 570.5
S1 542.5 542.5 555.0 534.0
S2 525.5 525.5 550.5
S3 476.3 493.3 546.0
S4 426.8 443.8 532.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 607.0 557.7 49.3 8.8% 15.3 2.7% 4% False True 171
10 621.0 557.7 63.3 11.3% 16.0 2.9% 3% False True 169
20 621.0 557.7 63.3 11.3% 12.5 2.2% 3% False True 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 631.8
2.618 608.8
1.618 594.5
1.000 586.0
0.618 580.5
HIGH 571.8
0.618 566.5
0.500 564.8
0.382 563.0
LOW 557.8
0.618 549.0
1.000 543.5
1.618 535.0
2.618 520.8
4.250 497.8
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 564.8 569.8
PP 563.0 566.5
S1 561.3 563.0

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

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