ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 593.8 594.5 0.7 0.1% 599.4
High 596.2 607.0 10.8 1.8% 614.8
Low 585.1 588.2 3.1 0.5% 578.4
Close 592.6 604.0 11.4 1.9% 590.0
Range 11.1 18.8 7.7 69.4% 36.4
ATR 12.7 13.2 0.4 3.4% 0.0
Volume 163,558 116,249 -47,309 -28.9% 728,964
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 656.3 648.8 614.3
R3 637.3 630.0 609.3
R2 618.5 618.5 607.5
R1 611.3 611.3 605.8 615.0
PP 599.8 599.8 599.8 601.5
S1 592.5 592.5 602.3 596.0
S2 581.0 581.0 600.5
S3 562.3 573.8 598.8
S4 543.3 554.8 593.8
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
5 607.0 578.4 28.6 4.7% 13.0 2.2% 90% True False 159,768
10 615.3 578.4 36.9 6.1% 13.8 2.3% 69% False False 151,900
20 647.6 578.4 69.2 11.5% 14.0 2.3% 37% False False 136,769
40 648.9 578.4 70.5 11.7% 11.5 1.9% 36% False False 113,710
60 648.9 557.0 91.9 15.2% 11.5 1.9% 51% False False 81,019
80 648.9 549.9 99.0 16.4% 12.0 2.0% 55% False False 60,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 687.0
2.618 656.3
1.618 637.5
1.000 625.8
0.618 618.5
HIGH 607.0
0.618 599.8
0.500 597.5
0.382 595.5
LOW 588.3
0.618 576.5
1.000 569.5
1.618 557.8
2.618 539.0
4.250 508.3
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 601.8 601.3
PP 599.8 598.8
S1 597.5 596.0

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

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