ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 639.6 644.0 4.4 0.7% 625.2
High 644.3 648.9 4.6 0.7% 644.3
Low 635.2 637.9 2.7 0.4% 625.2
Close 643.2 640.0 -3.2 -0.5% 643.2
Range 9.1 11.0 1.9 20.9% 19.1
ATR 10.0 10.0 0.1 0.7% 0.0
Volume 103,293 81,810 -21,483 -20.8% 428,960
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 675.3 668.8 646.0
R3 664.3 657.8 643.0
R2 653.3 653.3 642.0
R1 646.8 646.8 641.0 644.5
PP 642.3 642.3 642.3 641.3
S1 635.8 635.8 639.0 633.5
S2 631.3 631.3 638.0
S3 620.3 624.8 637.0
S4 609.3 613.8 634.0
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 694.8 688.3 653.8
R3 675.8 669.0 648.5
R2 656.8 656.8 646.8
R1 650.0 650.0 645.0 653.3
PP 637.5 637.5 637.5 639.3
S1 630.8 630.8 641.5 634.3
S2 618.5 618.5 639.8
S3 599.3 611.8 638.0
S4 580.3 592.8 632.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648.9 629.7 19.2 3.0% 9.0 1.4% 54% True False 91,772
10 648.9 621.0 27.9 4.4% 9.0 1.4% 68% True False 68,139
20 648.9 590.5 58.4 9.1% 9.0 1.4% 85% True False 93,731
40 648.9 557.0 91.9 14.4% 10.5 1.6% 90% True False 48,301
60 648.9 549.9 99.0 15.5% 11.5 1.8% 91% True False 32,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 695.8
2.618 677.8
1.618 666.8
1.000 660.0
0.618 655.8
HIGH 649.0
0.618 644.8
0.500 643.5
0.382 642.0
LOW 638.0
0.618 631.0
1.000 627.0
1.618 620.0
2.618 609.0
4.250 591.3
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 643.5 639.8
PP 642.3 639.5
S1 641.3 639.3

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

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