ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 618.4 599.2 -19.2 -3.1% 619.4
High 618.6 612.0 -6.6 -1.1% 619.4
Low 602.0 595.6 -6.4 -1.1% 595.6
Close 603.0 598.5 -4.5 -0.7% 598.5
Range 16.6 16.4 -0.2 -1.2% 23.8
ATR 8.1 8.7 0.6 7.4% 0.0
Volume 223 90 -133 -59.6% 771
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 651.3 641.3 607.5
R3 634.8 624.8 603.0
R2 618.5 618.5 601.5
R1 608.5 608.5 600.0 605.3
PP 602.0 602.0 602.0 600.5
S1 592.0 592.0 597.0 588.8
S2 585.8 585.8 595.5
S3 569.3 575.8 594.0
S4 552.8 559.3 589.5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 676.0 661.0 611.5
R3 652.0 637.3 605.0
R2 628.3 628.3 602.8
R1 613.5 613.5 600.8 609.0
PP 604.5 604.5 604.5 602.3
S1 589.5 589.5 596.3 585.3
S2 580.8 580.8 594.3
S3 557.0 565.8 592.0
S4 533.0 542.0 585.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619.4 595.6 23.8 4.0% 11.0 1.8% 12% False True 154
10 644.9 595.6 49.3 8.2% 8.5 1.4% 6% False True 103
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 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 681.8
2.618 655.0
1.618 638.5
1.000 628.5
0.618 622.3
HIGH 612.0
0.618 605.8
0.500 603.8
0.382 601.8
LOW 595.5
0.618 585.5
1.000 579.3
1.618 569.0
2.618 552.8
4.250 526.0
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 603.8 607.0
PP 602.0 604.3
S1 600.3 601.3

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

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