ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 586.6 586.7 0.1 0.0% 599.4
High 594.5 597.0 2.5 0.4% 614.8
Low 584.4 585.7 1.3 0.2% 578.4
Close 587.0 592.3 5.3 0.9% 590.0
Range 10.1 11.3 1.2 11.9% 36.4
ATR 13.0 12.9 -0.1 -0.9% 0.0
Volume 210,696 124,931 -85,765 -40.7% 728,964
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 625.5 620.3 598.5
R3 614.3 609.0 595.5
R2 603.0 603.0 594.3
R1 597.8 597.8 593.3 600.3
PP 591.8 591.8 591.8 593.0
S1 586.3 586.3 591.3 589.0
S2 580.3 580.3 590.3
S3 569.0 575.0 589.3
S4 557.8 563.8 586.0
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 703.5 683.3 610.0
R3 667.3 646.8 600.0
R2 630.8 630.8 596.8
R1 610.5 610.5 593.3 602.5
PP 594.5 594.5 594.5 590.5
S1 574.0 574.0 586.8 566.0
S2 558.0 558.0 583.3
S3 521.5 537.5 580.0
S4 485.3 501.3 570.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614.8 578.4 36.4 6.1% 14.0 2.4% 38% False False 153,852
10 622.8 578.4 44.4 7.5% 14.3 2.4% 31% False False 153,327
20 647.6 578.4 69.2 11.7% 13.8 2.3% 20% False False 132,521
40 648.9 578.4 70.5 11.9% 11.3 1.9% 20% False False 113,126
60 648.9 557.0 91.9 15.5% 11.5 1.9% 38% False False 76,374
80 648.9 549.9 99.0 16.7% 12.0 2.0% 43% False False 57,320
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 645.0
2.618 626.5
1.618 615.3
1.000 608.3
0.618 604.0
HIGH 597.0
0.618 592.8
0.500 591.3
0.382 590.0
LOW 585.8
0.618 578.8
1.000 574.5
1.618 567.5
2.618 556.0
4.250 537.8
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 592.0 590.8
PP 591.8 589.3
S1 591.3 587.8

Download as Excel Spreadsheet

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

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