ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 610.9 617.5 6.6 1.1% 641.6
High 617.7 622.8 5.1 0.8% 647.6
Low 605.4 600.5 -4.9 -0.8% 612.9
Close 616.9 605.5 -11.4 -1.8% 616.3
Range 12.3 22.3 10.0 81.3% 34.7
ATR 11.8 12.5 0.8 6.4% 0.0
Volume 131,920 162,152 30,232 22.9% 410,866
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 676.5 663.3 617.8
R3 654.3 641.0 611.8
R2 632.0 632.0 609.5
R1 618.8 618.8 607.5 614.3
PP 609.5 609.5 609.5 607.3
S1 596.5 596.5 603.5 591.8
S2 587.3 587.3 601.5
S3 565.0 574.0 599.3
S4 542.8 551.8 593.3
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 729.8 707.8 635.5
R3 695.0 673.0 625.8
R2 660.3 660.3 622.8
R1 638.3 638.3 619.5 632.0
PP 625.5 625.5 625.5 622.5
S1 603.5 603.5 613.0 597.3
S2 591.0 591.0 610.0
S3 556.3 569.0 606.8
S4 521.5 534.3 597.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.6 600.5 29.1 4.8% 14.3 2.4% 17% False True 157,777
10 647.6 600.5 47.1 7.8% 14.3 2.4% 11% False True 121,638
20 648.9 600.5 48.4 8.0% 12.3 2.0% 10% False True 101,511
40 648.9 576.2 72.7 12.0% 11.3 1.9% 40% False False 83,537
60 648.9 553.7 95.2 15.7% 11.3 1.8% 54% False False 55,745
80 648.9 549.9 99.0 16.4% 11.5 1.9% 56% False False 41,833
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 3.5
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 717.5
2.618 681.3
1.618 659.0
1.000 645.0
0.618 636.5
HIGH 622.8
0.618 614.3
0.500 611.8
0.382 609.0
LOW 600.5
0.618 586.8
1.000 578.3
1.618 564.5
2.618 542.0
4.250 505.8
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 611.8 611.8
PP 609.5 609.5
S1 607.5 607.5

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

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