ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 585.0 600.2 15.2 2.6% 576.1
High 604.5 603.8 -0.7 -0.1% 604.5
Low 585.0 594.4 9.4 1.6% 566.0
Close 600.6 600.4 -0.2 0.0% 600.6
Range 19.5 9.4 -10.1 -51.8% 38.5
ATR 13.4 13.1 -0.3 -2.1% 0.0
Volume 3,670 2,082 -1,588 -43.3% 7,212
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 627.8 623.5 605.5
R3 618.3 614.0 603.0
R2 609.0 609.0 602.0
R1 604.8 604.8 601.3 606.8
PP 599.5 599.5 599.5 600.5
S1 595.3 595.3 599.5 597.5
S2 590.3 590.3 598.8
S3 580.8 585.8 597.8
S4 571.3 576.5 595.3
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 705.8 691.8 621.8
R3 667.3 653.3 611.3
R2 628.8 628.8 607.8
R1 614.8 614.8 604.3 621.8
PP 590.3 590.3 590.3 594.0
S1 576.3 576.3 597.0 583.3
S2 551.8 551.8 593.5
S3 513.3 537.8 590.0
S4 474.8 499.3 579.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 604.5 576.2 28.3 4.7% 13.5 2.3% 86% False False 1,839
10 604.5 557.0 47.5 7.9% 12.8 2.1% 91% False False 948
20 604.5 557.0 47.5 7.9% 11.5 1.9% 91% False False 558
40 621.0 549.9 71.1 11.8% 12.5 2.1% 71% False False 357
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 643.8
2.618 628.5
1.618 619.0
1.000 613.3
0.618 609.5
HIGH 603.8
0.618 600.3
0.500 599.0
0.382 598.0
LOW 594.5
0.618 588.5
1.000 585.0
1.618 579.3
2.618 569.8
4.250 554.5
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 600.0 598.5
PP 599.5 596.8
S1 599.0 594.8

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

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