ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 630.1 631.7 1.6 0.3% 609.0
High 633.2 634.6 1.4 0.2% 633.2
Low 629.7 628.1 -1.6 -0.3% 607.7
Close 632.6 631.7 -0.9 -0.1% 632.6
Range 3.5 6.5 3.0 85.7% 25.5
ATR 10.8 10.5 -0.3 -2.8% 0.0
Volume 76,122 22,535 -53,587 -70.4% 342,955
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 651.0 647.8 635.3
R3 644.5 641.3 633.5
R2 638.0 638.0 633.0
R1 634.8 634.8 632.3 635.0
PP 631.5 631.5 631.5 631.5
S1 628.3 628.3 631.0 628.5
S2 625.0 625.0 630.5
S3 618.5 621.8 630.0
S4 612.0 615.3 628.0
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 701.0 692.3 646.5
R3 675.5 666.8 639.5
R2 650.0 650.0 637.3
R1 641.3 641.3 635.0 645.8
PP 624.5 624.5 624.5 626.8
S1 615.8 615.8 630.3 620.3
S2 599.0 599.0 628.0
S3 573.5 590.3 625.5
S4 548.0 564.8 618.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 634.6 607.7 26.9 4.3% 7.3 1.2% 89% True False 73,098
10 634.6 595.4 39.2 6.2% 8.8 1.4% 93% True False 108,852
20 634.6 566.0 68.6 10.9% 10.5 1.7% 96% True False 63,574
40 634.6 549.9 84.7 13.4% 11.0 1.7% 97% True False 31,867
60 634.6 549.9 84.7 13.4% 11.5 1.8% 97% True False 21,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 662.3
2.618 651.5
1.618 645.0
1.000 641.0
0.618 638.5
HIGH 634.5
0.618 632.0
0.500 631.3
0.382 630.5
LOW 628.0
0.618 624.0
1.000 621.5
1.618 617.5
2.618 611.0
4.250 600.5
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 631.5 630.5
PP 631.5 629.3
S1 631.3 628.0

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

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