ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 625.2 637.1 11.9 1.9% 631.7
High 638.8 640.2 1.4 0.2% 634.9
Low 625.2 633.1 7.9 1.3% 621.0
Close 637.3 636.0 -1.3 -0.2% 623.9
Range 13.6 7.1 -6.5 -47.8% 13.9
ATR 10.5 10.2 -0.2 -2.3% 0.0
Volume 51,907 100,998 49,091 94.6% 170,628
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 657.8 654.0 640.0
R3 650.8 646.8 638.0
R2 643.5 643.5 637.3
R1 639.8 639.8 636.8 638.0
PP 636.5 636.5 636.5 635.5
S1 632.8 632.8 635.3 631.0
S2 629.3 629.3 634.8
S3 622.3 625.5 634.0
S4 615.3 618.5 632.0
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 668.3 660.0 631.5
R3 654.5 646.0 627.8
R2 640.5 640.5 626.5
R1 632.3 632.3 625.3 629.5
PP 626.5 626.5 626.5 625.3
S1 618.3 618.3 622.8 615.5
S2 612.8 612.8 621.3
S3 598.8 604.5 620.0
S4 585.0 590.5 616.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640.2 621.0 19.2 3.0% 9.3 1.5% 78% True False 60,199
10 640.2 607.7 32.5 5.1% 8.3 1.3% 87% True False 66,648
20 640.2 589.1 51.1 8.0% 9.5 1.5% 92% True False 78,263
40 640.2 557.0 83.2 13.1% 10.3 1.6% 95% True False 39,360
60 640.2 549.9 90.3 14.2% 11.5 1.8% 95% True False 26,292
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 True
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 670.5
2.618 658.8
1.618 651.8
1.000 647.3
0.618 644.5
HIGH 640.3
0.618 637.5
0.500 636.8
0.382 635.8
LOW 633.0
0.618 628.8
1.000 626.0
1.618 621.5
2.618 614.5
4.250 603.0
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 636.8 634.3
PP 636.5 632.5
S1 636.3 630.5

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

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