ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 629.9 632.3 2.4 0.4% 609.0
High 633.3 634.0 0.7 0.1% 633.2
Low 624.9 621.0 -3.9 -0.6% 607.7
Close 630.7 623.9 -6.8 -1.1% 632.6
Range 8.4 13.0 4.6 54.8% 25.5
ATR 9.9 10.1 0.2 2.2% 0.0
Volume 41,722 66,519 24,797 59.4% 342,955
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 665.3 657.5 631.0
R3 652.3 644.5 627.5
R2 639.3 639.3 626.3
R1 631.5 631.5 625.0 629.0
PP 626.3 626.3 626.3 625.0
S1 618.5 618.5 622.8 616.0
S2 613.3 613.3 621.5
S3 600.3 605.5 620.3
S4 587.3 592.5 616.8
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
5 634.9 621.0 13.9 2.2% 7.3 1.2% 21% False True 49,350
10 634.9 597.7 37.2 6.0% 8.8 1.4% 70% False False 78,829
20 634.9 585.0 49.9 8.0% 10.0 1.6% 78% False False 70,843
40 634.9 557.0 77.9 12.5% 10.5 1.7% 86% False False 35,565
60 634.9 549.9 85.0 13.6% 11.5 1.8% 87% False False 23,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 689.3
2.618 668.0
1.618 655.0
1.000 647.0
0.618 642.0
HIGH 634.0
0.618 629.0
0.500 627.5
0.382 626.0
LOW 621.0
0.618 613.0
1.000 608.0
1.618 600.0
2.618 587.0
4.250 565.8
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 627.5 628.0
PP 626.3 626.5
S1 625.0 625.3

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

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