ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 621.5 619.4 -2.1 -0.3% 636.0
High 621.5 619.4 -2.1 -0.3% 644.9
Low 621.5 612.7 -8.8 -1.4% 621.5
Close 613.8 613.4 -0.4 -0.1% 613.8
Range 0.0 6.7 6.7 23.4
ATR 7.4 7.4 -0.1 -0.7% 0.0
Volume 196 204 8 4.1% 264
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 635.3 631.0 617.0
R3 628.5 624.3 615.3
R2 621.8 621.8 614.8
R1 617.8 617.8 614.0 616.5
PP 615.3 615.3 615.3 614.5
S1 611.0 611.0 612.8 609.8
S2 608.5 608.5 612.3
S3 601.8 604.3 611.5
S4 595.0 597.5 609.8
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 697.0 678.8 626.8
R3 673.5 655.3 620.3
R2 650.3 650.3 618.0
R1 632.0 632.0 616.0 629.3
PP 626.8 626.8 626.8 625.5
S1 608.5 608.5 611.8 606.0
S2 603.3 603.3 609.5
S3 580.0 585.3 607.3
S4 556.5 561.8 601.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 644.9 612.7 32.2 5.2% 7.5 1.2% 2% False True 87
10 644.9 612.7 32.2 5.2% 6.3 1.0% 2% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 648.0
2.618 637.0
1.618 630.3
1.000 626.0
0.618 623.5
HIGH 619.5
0.618 616.8
0.500 616.0
0.382 615.3
LOW 612.8
0.618 608.5
1.000 606.0
1.618 601.8
2.618 595.3
4.250 584.3
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 616.0 625.3
PP 615.3 621.3
S1 614.3 617.5

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

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