ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 599.4 607.0 7.6 1.3% 618.7
High 607.8 614.2 6.4 1.1% 622.8
Low 598.2 603.9 5.7 1.0% 598.1
Close 606.6 612.2 5.6 0.9% 601.0
Range 9.6 10.3 0.7 7.3% 24.7
ATR 12.6 12.5 -0.2 -1.3% 0.0
Volume 168,499 126,830 -41,669 -24.7% 794,852
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 641.0 637.0 617.8
R3 630.8 626.5 615.0
R2 620.5 620.5 614.0
R1 616.3 616.3 613.3 618.3
PP 610.0 610.0 610.0 611.0
S1 606.0 606.0 611.3 608.0
S2 599.8 599.8 610.3
S3 589.5 595.8 609.3
S4 579.3 585.5 606.5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 681.5 666.0 614.5
R3 656.8 641.3 607.8
R2 632.0 632.0 605.5
R1 616.5 616.5 603.3 612.0
PP 607.3 607.3 607.3 605.0
S1 591.8 591.8 598.8 587.3
S2 582.5 582.5 596.5
S3 558.0 567.0 594.3
S4 533.3 542.5 587.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 622.8 598.1 24.7 4.0% 14.3 2.3% 57% False False 152,802
10 646.8 598.1 48.7 8.0% 14.5 2.4% 29% False False 149,608
20 648.9 598.1 50.8 8.3% 12.5 2.0% 28% False False 117,001
40 648.9 585.0 63.9 10.4% 11.3 1.8% 43% False False 95,199
60 648.9 557.0 91.9 15.0% 11.0 1.8% 60% False False 63,562
80 648.9 549.9 99.0 16.2% 11.8 1.9% 63% False False 47,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 658.0
2.618 641.3
1.618 630.8
1.000 624.5
0.618 620.5
HIGH 614.3
0.618 610.3
0.500 609.0
0.382 607.8
LOW 604.0
0.618 597.5
1.000 593.5
1.618 587.3
2.618 577.0
4.250 560.0
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 611.3 610.3
PP 610.0 608.5
S1 609.0 606.8

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

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