ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 622.3 630.1 7.8 1.3% 597.6
High 630.8 633.2 2.4 0.4% 612.2
Low 621.5 629.7 8.2 1.3% 595.4
Close 629.2 632.6 3.4 0.5% 608.8
Range 9.3 3.5 -5.8 -62.4% 16.8
ATR 11.3 10.8 -0.5 -4.6% 0.0
Volume 66,340 76,122 9,782 14.7% 723,035
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 642.3 641.0 634.5
R3 638.8 637.5 633.5
R2 635.3 635.3 633.3
R1 634.0 634.0 633.0 634.8
PP 631.8 631.8 631.8 632.3
S1 630.5 630.5 632.3 631.3
S2 628.3 628.3 632.0
S3 624.8 627.0 631.8
S4 621.3 623.5 630.8
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
5 633.2 598.8 34.4 5.4% 8.3 1.3% 98% True False 96,308
10 633.2 590.5 42.7 6.7% 9.0 1.4% 99% True False 119,323
20 633.2 557.0 76.2 12.0% 11.5 1.8% 99% True False 62,450
40 633.2 549.9 83.3 13.2% 11.0 1.7% 99% True False 31,308
60 633.2 549.9 83.3 13.2% 11.5 1.8% 99% True False 20,903
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 1.9
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 648.0
2.618 642.3
1.618 638.8
1.000 636.8
0.618 635.3
HIGH 633.3
0.618 631.8
0.500 631.5
0.382 631.0
LOW 629.8
0.618 627.5
1.000 626.3
1.618 624.0
2.618 620.5
4.250 614.8
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 632.3 629.8
PP 631.8 627.0
S1 631.5 624.0

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

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