ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 632.3 625.2 -7.1 -1.1% 631.7
High 634.0 638.8 4.8 0.8% 634.9
Low 621.0 625.2 4.2 0.7% 621.0
Close 623.9 637.3 13.4 2.1% 623.9
Range 13.0 13.6 0.6 4.6% 13.9
ATR 10.1 10.5 0.3 3.3% 0.0
Volume 66,519 51,907 -14,612 -22.0% 170,628
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 674.5 669.5 644.8
R3 661.0 656.0 641.0
R2 647.3 647.3 639.8
R1 642.3 642.3 638.5 644.8
PP 633.8 633.8 633.8 635.0
S1 628.8 628.8 636.0 631.3
S2 620.3 620.3 634.8
S3 606.5 615.3 633.5
S4 593.0 601.5 629.8
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 668.3 660.0 631.5
R3 654.5 646.0 627.8
R2 640.5 640.5 626.5
R1 632.3 632.3 625.3 629.5
PP 626.5 626.5 626.5 625.3
S1 618.3 618.3 622.8 615.5
S2 612.8 612.8 621.3
S3 598.8 604.5 620.0
S4 585.0 590.5 616.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638.8 621.0 17.8 2.8% 9.3 1.4% 92% True False 44,507
10 638.8 598.8 40.0 6.3% 8.8 1.4% 96% True False 70,407
20 638.8 585.0 53.8 8.4% 10.0 1.6% 97% True False 73,397
40 638.8 557.0 81.8 12.8% 10.5 1.6% 98% True False 36,842
60 638.8 549.9 88.9 13.9% 11.5 1.8% 98% True False 24,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 696.5
2.618 674.5
1.618 660.8
1.000 652.5
0.618 647.3
HIGH 638.8
0.618 633.5
0.500 632.0
0.382 630.5
LOW 625.3
0.618 616.8
1.000 611.5
1.618 603.3
2.618 589.5
4.250 567.5
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 635.5 634.8
PP 633.8 632.3
S1 632.0 630.0

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

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