ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 632.5 629.9 -2.6 -0.4% 609.0
High 634.9 633.3 -1.6 -0.3% 633.2
Low 630.3 624.9 -5.4 -0.9% 607.7
Close 630.5 630.7 0.2 0.0% 632.6
Range 4.6 8.4 3.8 82.6% 25.5
ATR 10.0 9.9 -0.1 -1.2% 0.0
Volume 39,852 41,722 1,870 4.7% 342,955
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 654.8 651.3 635.3
R3 646.5 642.8 633.0
R2 638.0 638.0 632.3
R1 634.3 634.3 631.5 636.3
PP 629.8 629.8 629.8 630.5
S1 626.0 626.0 630.0 627.8
S2 621.3 621.3 629.3
S3 612.8 617.5 628.5
S4 604.5 609.3 626.0
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
5 634.9 621.5 13.4 2.1% 6.5 1.0% 69% False False 49,314
10 634.9 597.7 37.2 5.9% 8.3 1.3% 89% False False 88,767
20 634.9 583.7 51.2 8.1% 10.0 1.6% 92% False False 67,624
40 634.9 557.0 77.9 12.4% 10.5 1.7% 95% False False 33,903
60 634.9 549.9 85.0 13.5% 11.3 1.8% 95% False False 22,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 669.0
2.618 655.3
1.618 647.0
1.000 641.8
0.618 638.5
HIGH 633.3
0.618 630.0
0.500 629.0
0.382 628.0
LOW 625.0
0.618 619.8
1.000 616.5
1.618 611.3
2.618 603.0
4.250 589.3
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 630.3 630.5
PP 629.8 630.3
S1 629.0 630.0

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

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