ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 609.1 604.8 -4.3 -0.7% 597.6
High 610.5 610.5 0.0 0.0% 612.2
Low 597.7 598.8 1.1 0.2% 595.4
Close 604.9 608.8 3.9 0.6% 608.8
Range 12.8 11.7 -1.1 -8.6% 16.8
ATR 11.9 11.9 0.0 -0.1% 0.0
Volume 136,125 138,588 2,463 1.8% 723,035
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 641.3 636.8 615.3
R3 629.5 625.0 612.0
R2 617.8 617.8 611.0
R1 613.3 613.3 609.8 615.5
PP 606.0 606.0 606.0 607.3
S1 601.5 601.5 607.8 603.8
S2 594.3 594.3 606.8
S3 582.8 589.8 605.5
S4 571.0 578.3 602.3
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 655.8 649.3 618.0
R3 639.0 632.3 613.5
R2 622.3 622.3 612.0
R1 615.5 615.5 610.3 619.0
PP 605.5 605.5 605.5 607.3
S1 598.8 598.8 607.3 602.0
S2 588.8 588.8 605.8
S3 571.8 582.0 604.3
S4 555.0 565.3 599.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.2 595.4 16.8 2.8% 10.3 1.7% 80% False False 144,607
10 612.2 589.1 23.1 3.8% 10.5 1.7% 85% False False 89,879
20 612.2 557.0 55.2 9.1% 11.8 1.9% 94% False False 45,311
40 612.2 549.9 62.3 10.2% 11.8 1.9% 95% False False 22,751
60 621.0 549.9 71.1 11.7% 11.8 1.9% 83% False False 15,189
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 660.3
2.618 641.3
1.618 629.5
1.000 622.3
0.618 617.8
HIGH 610.5
0.618 606.0
0.500 604.8
0.382 603.3
LOW 598.8
0.618 591.5
1.000 587.0
1.618 579.8
2.618 568.3
4.250 549.0
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 607.5 607.5
PP 606.0 606.3
S1 604.8 605.0

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

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