ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 694.1 695.9 1.8 0.3% 677.8
High 698.2 698.3 0.1 0.0% 682.7
Low 694.1 691.0 -3.1 -0.4% 675.5
Close 696.4 695.0 -1.4 -0.2% 679.7
Range 4.1 7.3 3.2 78.0% 7.2
ATR
Volume 443 47 -396 -89.4% 81
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 716.8 713.3 699.0
R3 709.3 705.8 697.0
R2 702.0 702.0 696.3
R1 698.5 698.5 695.8 696.8
PP 694.8 694.8 694.8 693.8
S1 691.3 691.3 694.3 689.3
S2 687.5 687.5 693.8
S3 680.3 684.0 693.0
S4 672.8 676.8 691.0
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 701.0 697.5 683.8
R3 693.8 690.3 681.8
R2 686.5 686.5 681.0
R1 683.0 683.0 680.3 684.8
PP 679.3 679.3 679.3 680.3
S1 676.0 676.0 679.0 677.5
S2 672.0 672.0 678.5
S3 665.0 668.8 677.8
S4 657.8 661.5 675.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 698.3 677.0 21.3 3.1% 4.3 0.6% 85% True False 105
10 698.3 675.0 23.3 3.4% 5.5 0.8% 86% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 729.3
2.618 717.5
1.618 710.0
1.000 705.5
0.618 702.8
HIGH 698.3
0.618 695.5
0.500 694.8
0.382 693.8
LOW 691.0
0.618 686.5
1.000 683.8
1.618 679.3
2.618 672.0
4.250 660.0
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 695.0 693.8
PP 694.8 692.5
S1 694.8 691.3

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

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