ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 597.6 606.8 9.2 1.5% 600.2
High 607.1 611.0 3.9 0.6% 603.8
Low 595.4 603.6 8.2 1.4% 589.1
Close 606.0 605.2 -0.8 -0.1% 597.9
Range 11.7 7.4 -4.3 -36.8% 14.7
ATR 12.5 12.2 -0.4 -2.9% 0.0
Volume 129,212 153,210 23,998 18.6% 175,755
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 628.8 624.5 609.3
R3 621.5 617.0 607.3
R2 614.0 614.0 606.5
R1 609.5 609.5 606.0 608.0
PP 606.5 606.5 606.5 605.8
S1 602.3 602.3 604.5 600.8
S2 599.3 599.3 603.8
S3 591.8 594.8 603.3
S4 584.5 587.5 601.3
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 641.0 634.3 606.0
R3 626.3 619.5 602.0
R2 611.8 611.8 600.5
R1 604.8 604.8 599.3 600.8
PP 597.0 597.0 597.0 595.0
S1 590.0 590.0 596.5 586.3
S2 582.3 582.3 595.3
S3 567.5 575.3 593.8
S4 552.8 560.8 589.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 611.0 589.1 21.9 3.6% 10.0 1.7% 74% True False 90,641
10 611.0 583.7 27.3 4.5% 12.0 2.0% 79% True False 46,480
20 611.0 557.0 54.0 8.9% 11.8 1.9% 89% True False 23,285
40 619.5 549.9 69.6 11.5% 12.5 2.1% 79% False False 11,749
60 621.6 549.9 71.7 11.8% 11.8 1.9% 77% False False 7,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 642.5
2.618 630.3
1.618 623.0
1.000 618.5
0.618 615.5
HIGH 611.0
0.618 608.3
0.500 607.3
0.382 606.5
LOW 603.5
0.618 599.0
1.000 596.3
1.618 591.8
2.618 584.3
4.250 572.3
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 607.3 603.8
PP 606.5 602.3
S1 606.0 600.8

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

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