ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 568.3 576.1 7.8 1.4% 584.6
High 581.4 577.1 -4.3 -0.7% 598.3
Low 557.0 566.0 9.0 1.6% 557.0
Close 571.0 576.6 5.6 1.0% 571.0
Range 24.4 11.1 -13.3 -54.5% 41.3
ATR 13.0 12.9 -0.1 -1.0% 0.0
Volume 51 95 44 86.3% 223
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 606.5 602.8 582.8
R3 595.5 591.5 579.8
R2 584.3 584.3 578.8
R1 580.5 580.5 577.5 582.5
PP 573.3 573.3 573.3 574.3
S1 569.3 569.3 575.5 571.3
S2 562.3 562.3 574.5
S3 551.0 558.3 573.5
S4 540.0 547.3 570.5
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 699.3 676.5 593.8
R3 658.0 635.3 582.3
R2 616.8 616.8 578.5
R1 593.8 593.8 574.8 584.8
PP 575.5 575.5 575.5 570.8
S1 552.5 552.5 567.3 543.3
S2 534.3 534.3 563.5
S3 492.8 511.3 559.8
S4 451.5 470.0 548.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 591.0 557.0 34.0 5.9% 11.8 2.0% 58% False False 56
10 600.0 557.0 43.0 7.5% 10.8 1.9% 46% False False 66
20 602.0 553.7 48.3 8.4% 11.0 1.9% 47% False False 163
40 621.0 549.9 71.1 12.3% 11.8 2.0% 38% False False 130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 624.3
2.618 606.3
1.618 595.0
1.000 588.3
0.618 584.0
HIGH 577.0
0.618 572.8
0.500 571.5
0.382 570.3
LOW 566.0
0.618 559.3
1.000 555.0
1.618 548.0
2.618 537.0
4.250 518.8
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 575.0 574.5
PP 573.3 572.3
S1 571.5 570.0

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

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