ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 606.8 605.1 -1.7 -0.3% 600.2
High 611.0 612.2 1.2 0.2% 603.8
Low 603.6 604.7 1.1 0.2% 589.1
Close 605.2 609.4 4.2 0.7% 597.9
Range 7.4 7.5 0.1 1.4% 14.7
ATR 12.2 11.8 -0.3 -2.7% 0.0
Volume 153,210 165,900 12,690 8.3% 175,755
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 631.3 627.8 613.5
R3 623.8 620.3 611.5
R2 616.3 616.3 610.8
R1 612.8 612.8 610.0 614.5
PP 608.8 608.8 608.8 609.5
S1 605.3 605.3 608.8 607.0
S2 601.3 601.3 608.0
S3 593.8 597.8 607.3
S4 586.3 590.3 605.3
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 641.0 634.3 606.0
R3 626.3 619.5 602.0
R2 611.8 611.8 600.5
R1 604.8 604.8 599.3 600.8
PP 597.0 597.0 597.0 595.0
S1 590.0 590.0 596.5 586.3
S2 582.3 582.3 595.3
S3 567.5 575.3 593.8
S4 552.8 560.8 589.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.2 589.4 22.8 3.7% 9.3 1.5% 88% True False 122,233
10 612.2 585.0 27.2 4.5% 11.5 1.9% 90% True False 62,857
20 612.2 557.0 55.2 9.1% 11.8 1.9% 95% True False 31,579
40 612.2 549.9 62.3 10.2% 12.0 2.0% 96% True False 15,888
60 621.0 549.9 71.1 11.7% 11.8 1.9% 84% False False 10,613
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644.0
2.618 631.8
1.618 624.3
1.000 619.8
0.618 616.8
HIGH 612.3
0.618 609.3
0.500 608.5
0.382 607.5
LOW 604.8
0.618 600.0
1.000 597.3
1.618 592.5
2.618 585.0
4.250 572.8
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 609.0 607.5
PP 608.8 605.8
S1 608.5 603.8

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

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