ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 596.0 593.7 -2.3 -0.4% 600.2
High 600.8 599.2 -1.6 -0.3% 603.8
Low 589.4 590.5 1.1 0.2% 589.1
Close 593.1 597.9 4.8 0.8% 597.9
Range 11.4 8.7 -2.7 -23.7% 14.7
ATR 12.9 12.6 -0.3 -2.3% 0.0
Volume 35,603 127,243 91,640 257.4% 175,755
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 622.0 618.8 602.8
R3 613.3 610.0 600.3
R2 604.5 604.5 599.5
R1 601.3 601.3 598.8 603.0
PP 595.8 595.8 595.8 596.8
S1 592.5 592.5 597.0 594.3
S2 587.3 587.3 596.3
S3 578.5 583.8 595.5
S4 569.8 575.3 593.0
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 641.0 634.3 606.0
R3 626.3 619.5 602.0
R2 611.8 611.8 600.5
R1 604.8 604.8 599.3 600.8
PP 597.0 597.0 597.0 595.0
S1 590.0 590.0 596.5 586.3
S2 582.3 582.3 595.3
S3 567.5 575.3 593.8
S4 552.8 560.8 589.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603.8 589.1 14.7 2.5% 11.0 1.8% 60% False False 35,151
10 604.5 566.0 38.5 6.4% 12.5 2.1% 83% False False 18,296
20 604.5 557.0 47.5 7.9% 11.8 2.0% 86% False False 9,178
40 621.0 549.9 71.1 11.9% 12.8 2.1% 68% False False 4,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 636.3
2.618 622.0
1.618 613.3
1.000 608.0
0.618 604.5
HIGH 599.3
0.618 596.0
0.500 594.8
0.382 593.8
LOW 590.5
0.618 585.0
1.000 581.8
1.618 576.5
2.618 567.8
4.250 553.5
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 597.0 597.0
PP 595.8 596.0
S1 594.8 595.0

Download as Excel Spreadsheet

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

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