ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 644.0 639.8 -4.2 -0.7% 625.2
High 648.9 641.0 -7.9 -1.2% 644.3
Low 637.9 630.8 -7.1 -1.1% 625.2
Close 640.0 635.7 -4.3 -0.7% 643.2
Range 11.0 10.2 -0.8 -7.3% 19.1
ATR 10.0 10.0 0.0 0.1% 0.0
Volume 81,810 88,683 6,873 8.4% 428,960
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 666.5 661.3 641.3
R3 656.3 651.0 638.5
R2 646.0 646.0 637.5
R1 640.8 640.8 636.8 638.3
PP 635.8 635.8 635.8 634.5
S1 630.8 630.8 634.8 628.3
S2 625.8 625.8 633.8
S3 615.5 620.5 633.0
S4 605.3 610.3 630.0
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 694.8 688.3 653.8
R3 675.8 669.0 648.5
R2 656.8 656.8 646.8
R1 650.0 650.0 645.0 653.3
PP 637.5 637.5 637.5 639.3
S1 630.8 630.8 641.5 634.3
S2 618.5 618.5 639.8
S3 599.3 611.8 638.0
S4 580.3 592.8 632.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648.9 629.7 19.2 3.0% 9.5 1.5% 31% False False 89,309
10 648.9 621.0 27.9 4.4% 9.5 1.5% 53% False False 74,754
20 648.9 595.4 53.5 8.4% 9.0 1.4% 75% False False 91,803
40 648.9 557.0 91.9 14.5% 10.5 1.6% 86% False False 50,490
60 648.9 549.9 99.0 15.6% 11.5 1.8% 87% False False 33,731
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684.3
2.618 667.8
1.618 657.5
1.000 651.3
0.618 647.3
HIGH 641.0
0.618 637.0
0.500 636.0
0.382 634.8
LOW 630.8
0.618 624.5
1.000 620.5
1.618 614.3
2.618 604.0
4.250 587.5
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 636.0 639.8
PP 635.8 638.5
S1 635.8 637.0

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

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