ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 609.0 615.0 6.0 1.0% 597.6
High 616.8 623.1 6.3 1.0% 612.2
Low 607.7 615.0 7.3 1.2% 595.4
Close 614.8 621.7 6.9 1.1% 608.8
Range 9.1 8.1 -1.0 -11.0% 16.8
ATR 11.7 11.4 -0.2 -2.1% 0.0
Volume 122,514 77,979 -44,535 -36.4% 723,035
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 644.3 641.0 626.3
R3 636.3 633.0 624.0
R2 628.0 628.0 623.3
R1 624.8 624.8 622.5 626.5
PP 620.0 620.0 620.0 620.8
S1 616.8 616.8 621.0 618.3
S2 611.8 611.8 620.3
S3 603.8 608.8 619.5
S4 595.8 600.5 617.3
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
5 623.1 597.7 25.4 4.1% 9.8 1.6% 94% True False 128,221
10 623.1 589.1 34.0 5.5% 10.0 1.6% 96% True False 109,431
20 623.1 557.0 66.1 10.6% 11.8 1.9% 98% True False 55,330
40 623.1 549.9 73.2 11.8% 11.5 1.9% 98% True False 27,750
60 623.1 549.9 73.2 11.8% 11.8 1.9% 98% True False 18,530
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 657.5
2.618 644.3
1.618 636.3
1.000 631.3
0.618 628.0
HIGH 623.0
0.618 620.0
0.500 619.0
0.382 618.0
LOW 615.0
0.618 610.0
1.000 607.0
1.618 602.0
2.618 593.8
4.250 580.5
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 620.8 618.0
PP 620.0 614.5
S1 619.0 611.0

Download as Excel Spreadsheet

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

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