ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 631.7 632.5 0.8 0.1% 609.0
High 634.6 634.9 0.3 0.0% 633.2
Low 628.1 630.3 2.2 0.4% 607.7
Close 631.7 630.5 -1.2 -0.2% 632.6
Range 6.5 4.6 -1.9 -29.2% 25.5
ATR 10.5 10.0 -0.4 -4.0% 0.0
Volume 22,535 39,852 17,317 76.8% 342,955
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 645.8 642.8 633.0
R3 641.0 638.0 631.8
R2 636.5 636.5 631.3
R1 633.5 633.5 631.0 632.8
PP 632.0 632.0 632.0 631.5
S1 629.0 629.0 630.0 628.0
S2 627.3 627.3 629.8
S3 622.8 624.3 629.3
S4 618.0 619.8 628.0
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
5 634.9 615.0 19.9 3.2% 6.5 1.0% 78% True False 56,565
10 634.9 597.7 37.2 5.9% 8.0 1.3% 88% True False 99,916
20 634.9 576.2 58.7 9.3% 10.3 1.6% 93% True False 65,562
40 634.9 553.7 81.2 12.9% 10.5 1.7% 95% True False 32,862
60 634.9 549.9 85.0 13.5% 11.3 1.8% 95% True False 21,941
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 654.5
2.618 647.0
1.618 642.3
1.000 639.5
0.618 637.8
HIGH 635.0
0.618 633.3
0.500 632.5
0.382 632.0
LOW 630.3
0.618 627.5
1.000 625.8
1.618 622.8
2.618 618.3
4.250 610.8
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 632.5 631.5
PP 632.0 631.3
S1 631.3 630.8

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

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