ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 605.1 609.1 4.0 0.7% 600.2
High 612.2 610.5 -1.7 -0.3% 603.8
Low 604.7 597.7 -7.0 -1.2% 589.1
Close 609.4 604.9 -4.5 -0.7% 597.9
Range 7.5 12.8 5.3 70.7% 14.7
ATR 11.8 11.9 0.1 0.6% 0.0
Volume 165,900 136,125 -29,775 -17.9% 175,755
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 642.8 636.8 612.0
R3 630.0 623.8 608.5
R2 617.3 617.3 607.3
R1 611.0 611.0 606.0 607.8
PP 604.3 604.3 604.3 602.8
S1 598.3 598.3 603.8 595.0
S2 591.5 591.5 602.5
S3 578.8 585.5 601.5
S4 566.0 572.8 597.8
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
5 612.2 590.5 21.7 3.6% 9.5 1.6% 66% False False 142,338
10 612.2 585.0 27.2 4.5% 11.3 1.9% 73% False False 76,387
20 612.2 557.0 55.2 9.1% 11.5 1.9% 87% False False 38,384
40 612.2 549.9 62.3 10.3% 12.0 2.0% 88% False False 19,289
60 621.0 549.9 71.1 11.8% 11.8 1.9% 77% False False 12,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 665.0
2.618 644.0
1.618 631.3
1.000 623.3
0.618 618.5
HIGH 610.5
0.618 605.5
0.500 604.0
0.382 602.5
LOW 597.8
0.618 589.8
1.000 585.0
1.618 577.0
2.618 564.3
4.250 543.3
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 604.8 605.0
PP 604.3 605.0
S1 604.0 605.0

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

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