ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 598.3 595.9 -2.4 -0.4% 583.0
High 598.3 595.9 -2.4 -0.4% 592.1
Low 592.0 578.0 -14.0 -2.4% 574.1
Close 597.0 582.9 -14.1 -2.4% 582.9
Range 6.3 17.9 11.6 184.1% 18.0
ATR 12.1 12.6 0.5 4.0% 0.0
Volume 33 27 -6 -18.2% 1,353
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 639.3 629.0 592.8
R3 621.5 611.0 587.8
R2 603.5 603.5 586.3
R1 593.3 593.3 584.5 589.5
PP 585.5 585.5 585.5 583.8
S1 575.3 575.3 581.3 571.5
S2 567.8 567.8 579.5
S3 549.8 557.5 578.0
S4 532.0 539.5 573.0
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 4.8% 11.0 1.9% 32% False False 287
10 602.0 569.7 32.3 5.5% 9.8 1.7% 41% False False 194
20 612.0 549.9 62.1 10.7% 12.5 2.1% 53% False False 194
40 621.0 549.9 71.1 12.2% 11.8 2.0% 46% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 672.0
2.618 642.8
1.618 624.8
1.000 613.8
0.618 607.0
HIGH 596.0
0.618 589.0
0.500 587.0
0.382 584.8
LOW 578.0
0.618 567.0
1.000 560.0
1.618 549.0
2.618 531.3
4.250 502.0
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 587.0 589.0
PP 585.5 587.0
S1 584.3 585.0

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

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