ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 674.2 679.6 5.4 0.8% 663.6
High 679.8 687.7 7.9 1.2% 680.1
Low 672.3 679.6 7.3 1.1% 663.0
Close 679.5 682.8 3.3 0.5% 677.0
Range 7.5 8.1 0.6 8.0% 17.1
ATR 10.1 10.0 -0.1 -1.4% 0.0
Volume 69,796 71,949 2,153 3.1% 730,089
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 707.8 703.3 687.3
R3 699.5 695.3 685.0
R2 691.5 691.5 684.3
R1 687.3 687.3 683.5 689.3
PP 683.3 683.3 683.3 684.5
S1 679.0 679.0 682.0 681.3
S2 675.3 675.3 681.3
S3 667.3 671.0 680.5
S4 659.0 662.8 678.3
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 724.8 718.0 686.5
R3 707.5 700.8 681.8
R2 690.5 690.5 680.3
R1 683.8 683.8 678.5 687.0
PP 673.3 673.3 673.3 675.0
S1 666.8 666.8 675.5 670.0
S2 656.3 656.3 673.8
S3 639.3 649.5 672.3
S4 622.0 632.5 667.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.7 667.7 20.0 2.9% 8.5 1.2% 76% True False 113,323
10 687.7 646.8 40.9 6.0% 8.8 1.3% 88% True False 115,508
20 687.7 618.5 69.2 10.1% 9.3 1.4% 93% True False 115,839
40 687.7 578.4 109.3 16.0% 11.5 1.7% 96% True False 127,244
60 687.7 578.4 109.3 16.0% 11.0 1.6% 96% True False 110,629
80 687.7 557.0 130.7 19.1% 11.0 1.6% 96% True False 92,568
100 687.7 549.9 137.8 20.2% 11.3 1.7% 96% True False 74,093
120 687.7 549.9 137.8 20.2% 11.3 1.7% 96% True False 61,754
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 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722.0
2.618 709.0
1.618 700.8
1.000 695.8
0.618 692.8
HIGH 687.8
0.618 684.5
0.500 683.8
0.382 682.8
LOW 679.5
0.618 674.5
1.000 671.5
1.618 666.5
2.618 658.5
4.250 645.3
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 683.8 681.3
PP 683.3 679.8
S1 683.0 678.3

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

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