ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 595.5 598.3 2.8 0.5% 583.0
High 600.0 598.3 -1.7 -0.3% 592.1
Low 594.8 592.0 -2.8 -0.5% 574.1
Close 597.2 597.0 -0.2 0.0% 582.9
Range 5.2 6.3 1.1 21.2% 18.0
ATR 12.6 12.1 -0.4 -3.6% 0.0
Volume 236 33 -203 -86.0% 1,353
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 614.8 612.3 600.5
R3 608.3 605.8 598.8
R2 602.0 602.0 598.3
R1 599.5 599.5 597.5 597.8
PP 595.8 595.8 595.8 594.8
S1 593.3 593.3 596.5 591.3
S2 589.5 589.5 595.8
S3 583.3 587.0 595.3
S4 576.8 580.8 593.5
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 637.0 628.0 592.8
R3 619.0 610.0 587.8
R2 601.0 601.0 586.3
R1 592.0 592.0 584.5 587.5
PP 583.0 583.0 583.0 580.8
S1 574.0 574.0 581.3 569.5
S2 565.0 565.0 579.5
S3 547.0 556.0 578.0
S4 529.0 538.0 573.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602.0 574.1 27.9 4.7% 10.3 1.7% 82% False False 290
10 602.0 557.6 44.4 7.4% 9.8 1.6% 89% False False 272
20 612.0 549.9 62.1 10.4% 12.3 2.1% 76% False False 198
40 621.0 549.9 71.1 11.9% 11.8 2.0% 66% False False 131
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 1.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 625.0
2.618 614.8
1.618 608.5
1.000 604.5
0.618 602.3
HIGH 598.3
0.618 596.0
0.500 595.3
0.382 594.5
LOW 592.0
0.618 588.0
1.000 585.8
1.618 581.8
2.618 575.5
4.250 565.3
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 596.5 596.3
PP 595.8 595.5
S1 595.3 595.0

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

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