ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 557.6 577.0 19.4 3.5% 563.6
High 577.0 580.4 3.4 0.6% 580.4
Low 557.6 569.7 12.1 2.2% 549.9
Close 576.2 575.5 -0.7 -0.1% 575.5
Range 19.4 10.7 -8.7 -44.8% 30.5
ATR 14.0 13.8 -0.2 -1.7% 0.0
Volume 800 270 -530 -66.3% 1,245
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 607.3 602.0 581.5
R3 596.5 591.5 578.5
R2 586.0 586.0 577.5
R1 580.8 580.8 576.5 578.0
PP 575.3 575.3 575.3 573.8
S1 570.0 570.0 574.5 567.3
S2 564.5 564.5 573.5
S3 553.8 559.3 572.5
S4 543.0 548.5 569.5
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 660.0 648.3 592.3
R3 629.5 617.8 584.0
R2 599.0 599.0 581.0
R1 587.3 587.3 578.3 593.3
PP 568.5 568.5 568.5 571.5
S1 556.8 556.8 572.8 562.8
S2 538.0 538.0 570.0
S3 507.5 526.3 567.0
S4 477.0 495.8 558.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 580.4 549.9 30.5 5.3% 14.0 2.4% 84% True False 249
10 607.0 549.9 57.1 9.9% 14.5 2.5% 45% False False 210
20 621.0 549.9 71.1 12.4% 13.8 2.4% 36% False False 154
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 2.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 626.0
2.618 608.5
1.618 597.8
1.000 591.0
0.618 587.0
HIGH 580.5
0.618 576.3
0.500 575.0
0.382 573.8
LOW 569.8
0.618 563.0
1.000 559.0
1.618 552.5
2.618 541.8
4.250 524.3
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 575.3 573.3
PP 575.3 571.3
S1 575.0 569.0

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

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