ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 604.8 609.0 4.2 0.7% 597.6
High 610.5 616.8 6.3 1.0% 612.2
Low 598.8 607.7 8.9 1.5% 595.4
Close 608.8 614.8 6.0 1.0% 608.8
Range 11.7 9.1 -2.6 -22.2% 16.8
ATR 11.9 11.7 -0.2 -1.7% 0.0
Volume 138,588 122,514 -16,074 -11.6% 723,035
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 640.5 636.8 619.8
R3 631.3 627.5 617.3
R2 622.3 622.3 616.5
R1 618.5 618.5 615.8 620.3
PP 613.0 613.0 613.0 614.0
S1 609.5 609.5 614.0 611.3
S2 604.0 604.0 613.3
S3 595.0 600.3 612.3
S4 585.8 591.3 609.8
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 655.8 649.3 618.0
R3 639.0 632.3 613.5
R2 622.3 622.3 612.0
R1 615.5 615.5 610.3 619.0
PP 605.5 605.5 605.5 607.3
S1 598.8 598.8 607.3 602.0
S2 588.8 588.8 605.8
S3 571.8 582.0 604.3
S4 555.0 565.3 599.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616.8 597.7 19.1 3.1% 9.8 1.6% 90% True False 143,267
10 616.8 589.1 27.7 4.5% 10.5 1.7% 93% True False 101,922
20 616.8 557.0 59.8 9.7% 11.5 1.9% 97% True False 51,435
40 616.8 549.9 66.9 10.9% 11.8 1.9% 97% True False 25,806
60 621.0 549.9 71.1 11.6% 11.8 1.9% 91% False False 17,230
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 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 655.5
2.618 640.5
1.618 631.5
1.000 626.0
0.618 622.5
HIGH 616.8
0.618 613.3
0.500 612.3
0.382 611.3
LOW 607.8
0.618 602.0
1.000 598.5
1.618 593.0
2.618 584.0
4.250 569.0
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 614.0 612.3
PP 613.0 609.8
S1 612.3 607.3

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

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