ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 693.5 699.0 5.5 0.8% 684.3
High 697.7 702.4 4.7 0.7% 698.3
Low 691.1 698.8 7.7 1.1% 684.3
Close 698.9 699.7 0.8 0.1% 698.9
Range 6.6 3.6 -3.0 -45.5% 14.0
ATR 6.5 6.3 -0.2 -3.2% 0.0
Volume 544 0 -544 -100.0% 1,123
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 711.0 709.0 701.8
R3 707.5 705.5 700.8
R2 704.0 704.0 700.3
R1 701.8 701.8 700.0 702.8
PP 700.3 700.3 700.3 700.8
S1 698.3 698.3 699.3 699.3
S2 696.8 696.8 699.0
S3 693.0 694.5 698.8
S4 689.5 691.0 697.8
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 735.8 731.3 706.5
R3 721.8 717.3 702.8
R2 707.8 707.8 701.5
R1 703.3 703.3 700.3 705.5
PP 693.8 693.8 693.8 695.0
S1 689.3 689.3 697.5 691.5
S2 679.8 679.8 696.3
S3 665.8 675.3 695.0
S4 651.8 661.3 691.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 702.4 688.5 13.9 2.0% 6.0 0.9% 81% True False 224
10 702.4 675.8 26.6 3.8% 5.3 0.8% 90% True False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 717.8
2.618 711.8
1.618 708.3
1.000 706.0
0.618 704.5
HIGH 702.5
0.618 701.0
0.500 700.5
0.382 700.3
LOW 698.8
0.618 696.5
1.000 695.3
1.618 693.0
2.618 689.5
4.250 683.5
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 700.5 698.3
PP 700.3 696.8
S1 700.0 695.5

Download as Excel Spreadsheet

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

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