ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 584.6 590.3 5.7 1.0% 587.8
High 598.3 590.3 -8.0 -1.3% 602.0
Low 584.5 583.3 -1.2 -0.2% 576.8
Close 591.6 588.9 -2.7 -0.5% 581.5
Range 13.8 7.0 -6.8 -49.3% 25.2
ATR 12.5 12.2 -0.3 -2.4% 0.0
Volume 35 70 35 100.0% 370
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 608.5 605.8 592.8
R3 601.5 598.8 590.8
R2 594.5 594.5 590.3
R1 591.8 591.8 589.5 589.5
PP 587.5 587.5 587.5 586.5
S1 584.8 584.8 588.3 582.5
S2 580.5 580.5 587.5
S3 573.5 577.8 587.0
S4 566.5 570.8 585.0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 662.3 647.3 595.3
R3 637.3 622.0 588.5
R2 612.0 612.0 586.0
R1 596.8 596.8 583.8 591.8
PP 586.8 586.8 586.8 584.3
S1 571.5 571.5 579.3 566.5
S2 561.5 561.5 577.0
S3 536.3 546.3 574.5
S4 511.3 521.3 567.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 598.3 576.8 21.5 3.7% 10.3 1.7% 56% False False 42
10 602.0 574.1 27.9 4.7% 10.3 1.7% 53% False False 163
20 602.0 549.9 52.1 8.8% 11.5 1.9% 75% False False 170
40 621.0 549.9 71.1 12.1% 11.8 2.0% 55% False False 129
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 620.0
2.618 608.8
1.618 601.8
1.000 597.3
0.618 594.8
HIGH 590.3
0.618 587.8
0.500 586.8
0.382 586.0
LOW 583.3
0.618 579.0
1.000 576.3
1.618 572.0
2.618 565.0
4.250 553.5
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 588.3 588.5
PP 587.5 588.0
S1 586.8 587.5

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

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