ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 645.5 641.6 -3.9 -0.6% 644.0
High 646.6 647.6 1.0 0.2% 648.9
Low 630.9 635.1 4.2 0.7% 630.7
Close 636.6 646.4 9.8 1.5% 636.6
Range 15.7 12.5 -3.2 -20.4% 18.2
ATR 10.5 10.7 0.1 1.3% 0.0
Volume 82,906 4,961 -77,945 -94.0% 461,923
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 680.5 676.0 653.3
R3 668.0 663.5 649.8
R2 655.5 655.5 648.8
R1 651.0 651.0 647.5 653.3
PP 643.0 643.0 643.0 644.3
S1 638.5 638.5 645.3 640.8
S2 630.5 630.5 644.0
S3 618.0 626.0 643.0
S4 605.5 613.5 639.5
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 693.3 683.3 646.5
R3 675.3 665.0 641.5
R2 657.0 657.0 640.0
R1 646.8 646.8 638.3 642.8
PP 638.8 638.8 638.8 636.8
S1 628.5 628.5 635.0 624.5
S2 620.5 620.5 633.3
S3 602.3 610.3 631.5
S4 584.3 592.3 626.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 647.6 630.7 16.9 2.6% 12.0 1.8% 93% True False 77,014
10 648.9 629.7 19.2 3.0% 10.5 1.6% 87% False False 84,393
20 648.9 598.8 50.1 7.8% 9.5 1.5% 95% False False 77,400
40 648.9 557.0 91.9 14.2% 10.5 1.6% 97% False False 57,892
60 648.9 549.9 99.0 15.3% 11.3 1.7% 97% False False 38,659
80 648.9 549.9 99.0 15.3% 11.3 1.7% 97% False False 29,009
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 700.8
2.618 680.3
1.618 667.8
1.000 660.0
0.618 655.3
HIGH 647.5
0.618 642.8
0.500 641.3
0.382 640.0
LOW 635.0
0.618 627.5
1.000 622.5
1.618 615.0
2.618 602.5
4.250 582.0
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 644.8 644.0
PP 643.0 641.8
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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