ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 567.5 557.6 -9.9 -1.7% 602.1
High 572.0 577.0 5.0 0.9% 607.0
Low 558.5 557.6 -0.9 -0.2% 557.7
Close 561.7 576.2 14.5 2.6% 559.5
Range 13.5 19.4 5.9 43.7% 49.3
ATR 13.6 14.0 0.4 3.1% 0.0
Volume 59 800 741 1,255.9% 856
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 628.5 621.8 586.8
R3 609.0 602.3 581.5
R2 589.8 589.8 579.8
R1 583.0 583.0 578.0 586.3
PP 570.3 570.3 570.3 572.0
S1 563.5 563.5 574.5 567.0
S2 550.8 550.8 572.8
S3 531.5 544.3 570.8
S4 512.0 524.8 565.5
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
5 577.0 549.9 27.1 4.7% 14.5 2.5% 97% True False 231
10 612.0 549.9 62.1 10.8% 15.3 2.6% 42% False False 194
20 621.0 549.9 71.1 12.3% 13.8 2.4% 37% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 659.5
2.618 627.8
1.618 608.5
1.000 596.5
0.618 589.0
HIGH 577.0
0.618 569.5
0.500 567.3
0.382 565.0
LOW 557.5
0.618 545.5
1.000 538.3
1.618 526.3
2.618 506.8
4.250 475.3
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 573.3 572.5
PP 570.3 569.0
S1 567.3 565.3

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

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