ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 663.6 665.5 1.9 0.3% 629.1
High 668.1 673.8 5.7 0.9% 666.1
Low 663.4 663.0 -0.4 -0.1% 629.1
Close 666.3 669.0 2.7 0.4% 664.4
Range 4.7 10.8 6.1 129.8% 37.0
ATR 10.7 10.7 0.0 0.0% 0.0
Volume 130,634 98,022 -32,612 -25.0% 588,329
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 701.0 695.8 675.0
R3 690.3 685.0 672.0
R2 679.5 679.5 671.0
R1 674.3 674.3 670.0 676.8
PP 668.5 668.5 668.5 670.0
S1 663.5 663.5 668.0 666.0
S2 657.8 657.8 667.0
S3 647.0 652.5 666.0
S4 636.3 641.8 663.0
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 764.3 751.3 684.8
R3 727.3 714.3 674.5
R2 690.3 690.3 671.3
R1 677.3 677.3 667.8 683.8
PP 653.3 653.3 653.3 656.5
S1 640.3 640.3 661.0 646.8
S2 616.3 616.3 657.5
S3 579.3 603.3 654.3
S4 542.3 566.3 644.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.8 646.3 27.5 4.1% 8.5 1.3% 83% True False 112,993
10 673.8 618.5 55.3 8.3% 9.8 1.4% 91% True False 118,688
20 673.8 585.1 88.7 13.3% 10.5 1.6% 95% True False 111,665
40 673.8 578.4 95.4 14.3% 12.0 1.8% 95% True False 121,015
60 673.8 578.4 95.4 14.3% 11.0 1.7% 95% True False 111,150
80 673.8 557.0 116.8 17.5% 11.3 1.7% 96% True False 83,636
100 673.8 549.9 123.9 18.5% 11.8 1.7% 96% True False 66,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 719.8
2.618 702.0
1.618 691.3
1.000 684.5
0.618 680.5
HIGH 673.8
0.618 669.8
0.500 668.5
0.382 667.3
LOW 663.0
0.618 656.3
1.000 652.3
1.618 645.5
2.618 634.8
4.250 617.0
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 668.8 667.0
PP 668.5 665.0
S1 668.5 663.0

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

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