ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 586.7 593.8 7.1 1.2% 599.4
High 597.0 596.2 -0.8 -0.1% 614.8
Low 585.7 585.1 -0.6 -0.1% 578.4
Close 592.3 592.6 0.3 0.1% 590.0
Range 11.3 11.1 -0.2 -1.8% 36.4
ATR 12.9 12.7 -0.1 -1.0% 0.0
Volume 124,931 163,558 38,627 30.9% 728,964
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 624.5 619.8 598.8
R3 613.5 608.5 595.8
R2 602.5 602.5 594.8
R1 597.5 597.5 593.5 594.5
PP 591.3 591.3 591.3 589.8
S1 586.5 586.5 591.5 583.3
S2 580.3 580.3 590.5
S3 569.0 575.3 589.5
S4 558.0 564.3 586.5
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
5 612.1 578.4 33.7 5.7% 14.0 2.4% 42% False False 161,593
10 622.8 578.4 44.4 7.5% 14.0 2.4% 32% False False 156,491
20 647.6 578.4 69.2 11.7% 13.8 2.3% 21% False False 136,264
40 648.9 578.4 70.5 11.9% 11.5 1.9% 20% False False 114,034
60 648.9 557.0 91.9 15.5% 11.5 1.9% 39% False False 79,082
80 648.9 549.9 99.0 16.7% 12.0 2.0% 43% False False 59,365
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 643.5
2.618 625.3
1.618 614.3
1.000 607.3
0.618 603.0
HIGH 596.3
0.618 592.0
0.500 590.8
0.382 589.3
LOW 585.0
0.618 578.3
1.000 574.0
1.618 567.3
2.618 556.0
4.250 538.0
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 592.0 592.0
PP 591.3 591.3
S1 590.8 590.8

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

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