ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 603.7 596.0 -7.7 -1.3% 576.1
High 603.7 600.0 -3.7 -0.6% 604.5
Low 589.5 589.1 -0.4 -0.1% 566.0
Close 594.3 594.5 0.2 0.0% 600.6
Range 14.2 10.9 -3.3 -23.2% 38.5
ATR 13.2 13.0 -0.2 -1.2% 0.0
Volume 2,886 7,941 5,055 175.2% 7,212
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 627.3 621.8 600.5
R3 616.3 610.8 597.5
R2 605.5 605.5 596.5
R1 600.0 600.0 595.5 597.3
PP 594.5 594.5 594.5 593.3
S1 589.0 589.0 593.5 586.3
S2 583.8 583.8 592.5
S3 572.8 578.3 591.5
S4 561.8 567.3 588.5
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
5 604.5 585.0 19.5 3.3% 13.5 2.3% 49% False False 3,480
10 604.5 557.0 47.5 8.0% 14.3 2.4% 79% False False 2,021
20 604.5 557.0 47.5 8.0% 12.0 2.0% 79% False False 1,093
40 621.0 549.9 71.1 12.0% 12.8 2.1% 63% False False 627
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 646.3
2.618 628.5
1.618 617.8
1.000 611.0
0.618 606.8
HIGH 600.0
0.618 595.8
0.500 594.5
0.382 593.3
LOW 589.0
0.618 582.3
1.000 578.3
1.618 571.5
2.618 560.5
4.250 542.8
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 594.5 596.5
PP 594.5 595.8
S1 594.5 595.3

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

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