ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 607.0 612.0 5.0 0.8% 618.7
High 614.2 614.8 0.6 0.1% 622.8
Low 603.9 604.3 0.4 0.1% 598.1
Close 612.2 611.8 -0.4 -0.1% 601.0
Range 10.3 10.5 0.2 1.9% 24.7
ATR 12.5 12.3 -0.1 -1.1% 0.0
Volume 126,830 124,851 -1,979 -1.6% 794,852
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 641.8 637.3 617.5
R3 631.3 626.8 614.8
R2 620.8 620.8 613.8
R1 616.3 616.3 612.8 613.3
PP 610.3 610.3 610.3 608.8
S1 605.8 605.8 610.8 602.8
S2 599.8 599.8 610.0
S3 589.3 595.3 609.0
S4 578.8 584.8 606.0
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% 14.0 2.3% 55% False False 151,388
10 643.2 598.1 45.1 7.4% 13.8 2.3% 30% False False 151,258
20 648.9 598.1 50.8 8.3% 12.5 2.1% 27% False False 118,193
40 648.9 589.1 59.8 9.8% 11.0 1.8% 38% False False 98,228
60 648.9 557.0 91.9 15.0% 11.0 1.8% 60% False False 65,638
80 648.9 549.9 99.0 16.2% 11.8 1.9% 63% False False 49,267
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 3.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 659.5
2.618 642.3
1.618 631.8
1.000 625.3
0.618 621.3
HIGH 614.8
0.618 610.8
0.500 609.5
0.382 608.3
LOW 604.3
0.618 597.8
1.000 593.8
1.618 587.3
2.618 576.8
4.250 559.8
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 611.0 610.0
PP 610.3 608.3
S1 609.5 606.5

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

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