ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 636.0 636.7 0.7 0.1% 631.7
High 639.6 640.6 1.0 0.2% 634.9
Low 633.3 629.7 -3.6 -0.6% 621.0
Close 635.9 639.1 3.2 0.5% 623.9
Range 6.3 10.9 4.6 73.0% 13.9
ATR 10.0 10.0 0.1 0.7% 0.0
Volume 86,386 86,376 -10 0.0% 170,628
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 669.3 665.0 645.0
R3 658.3 654.3 642.0
R2 647.3 647.3 641.0
R1 643.3 643.3 640.0 645.3
PP 636.5 636.5 636.5 637.5
S1 632.3 632.3 638.0 634.5
S2 625.5 625.5 637.0
S3 614.8 621.5 636.0
S4 603.8 610.5 633.0
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
5 640.6 621.0 19.6 3.1% 10.3 1.6% 92% True False 78,437
10 640.6 621.0 19.6 3.1% 8.3 1.3% 92% True False 63,875
20 640.6 589.1 51.5 8.1% 9.0 1.4% 97% True False 86,653
40 640.6 557.0 83.6 13.1% 10.5 1.6% 98% True False 43,675
60 640.6 549.9 90.7 14.2% 11.5 1.8% 98% True False 29,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 687.0
2.618 669.3
1.618 658.3
1.000 651.5
0.618 647.3
HIGH 640.5
0.618 636.5
0.500 635.3
0.382 633.8
LOW 629.8
0.618 623.0
1.000 618.8
1.618 612.0
2.618 601.3
4.250 583.5
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 637.8 637.8
PP 636.5 636.5
S1 635.3 635.3

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

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