ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 615.0 622.3 7.3 1.2% 597.6
High 623.1 630.8 7.7 1.2% 612.2
Low 615.0 621.5 6.5 1.1% 595.4
Close 621.7 629.2 7.5 1.2% 608.8
Range 8.1 9.3 1.2 14.8% 16.8
ATR 11.4 11.3 -0.2 -1.3% 0.0
Volume 77,979 66,340 -11,639 -14.9% 723,035
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 655.0 651.5 634.3
R3 645.8 642.3 631.8
R2 636.5 636.5 631.0
R1 632.8 632.8 630.0 634.8
PP 627.3 627.3 627.3 628.0
S1 623.5 623.5 628.3 625.3
S2 617.8 617.8 627.5
S3 608.5 614.3 626.8
S4 599.3 605.0 624.0
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
5 630.8 597.7 33.1 5.3% 10.3 1.6% 95% True False 108,309
10 630.8 589.4 41.4 6.6% 9.8 1.6% 96% True False 115,271
20 630.8 557.0 73.8 11.7% 12.0 1.9% 98% True False 58,646
40 630.8 549.9 80.9 12.9% 11.3 1.8% 98% True False 29,405
60 630.8 549.9 80.9 12.9% 11.5 1.8% 98% True False 19,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 670.3
2.618 655.3
1.618 645.8
1.000 640.0
0.618 636.5
HIGH 630.8
0.618 627.3
0.500 626.3
0.382 625.0
LOW 621.5
0.618 615.8
1.000 612.3
1.618 606.5
2.618 597.3
4.250 582.0
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 628.3 626.0
PP 627.3 622.5
S1 626.3 619.3

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

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