ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 623.8 624.6 0.8 0.1% 611.0
High 628.9 632.7 3.8 0.6% 632.7
Low 621.2 620.7 -0.5 -0.1% 609.4
Close 628.2 630.1 1.9 0.3% 630.1
Range 7.7 12.0 4.3 55.8% 23.3
ATR 12.3 12.3 0.0 -0.2% 0.0
Volume 107,105 113,819 6,714 6.3% 324,854
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 663.8 659.0 636.8
R3 651.8 647.0 633.5
R2 639.8 639.8 632.3
R1 635.0 635.0 631.3 637.5
PP 627.8 627.8 627.8 629.0
S1 623.0 623.0 629.0 625.5
S2 615.8 615.8 628.0
S3 603.8 611.0 626.8
S4 591.8 599.0 623.5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 694.0 685.3 643.0
R3 670.8 662.0 636.5
R2 647.3 647.3 634.3
R1 638.8 638.8 632.3 643.0
PP 624.0 624.0 624.0 626.3
S1 615.5 615.5 628.0 619.8
S2 600.8 600.8 625.8
S3 577.5 592.3 623.8
S4 554.3 568.8 617.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 632.7 596.5 36.2 5.7% 10.5 1.7% 93% True False 89,752
10 632.7 578.4 54.3 8.6% 11.8 1.9% 95% True False 124,760
20 632.7 578.4 54.3 8.6% 13.0 2.1% 95% True False 137,832
40 648.9 578.4 70.5 11.2% 11.8 1.9% 73% False False 107,020
60 648.9 557.0 91.9 14.6% 11.8 1.8% 80% False False 88,492
80 648.9 549.9 99.0 15.7% 11.8 1.8% 81% False False 66,413
100 648.9 549.9 99.0 15.7% 11.8 1.9% 81% False False 53,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 683.8
2.618 664.0
1.618 652.0
1.000 644.8
0.618 640.0
HIGH 632.8
0.618 628.0
0.500 626.8
0.382 625.3
LOW 620.8
0.618 613.3
1.000 608.8
1.618 601.3
2.618 589.3
4.250 569.8
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 629.0 628.5
PP 627.8 627.0
S1 626.8 625.5

Download as Excel Spreadsheet

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

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