ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 636.3 641.7 5.4 0.8% 625.2
High 643.6 647.1 3.5 0.5% 644.3
Low 630.7 638.7 8.0 1.3% 625.2
Close 640.9 645.8 4.9 0.8% 643.2
Range 12.9 8.4 -4.5 -34.9% 19.1
ATR 10.3 10.1 -0.1 -1.3% 0.0
Volume 106,155 102,369 -3,786 -3.6% 428,960
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 669.0 665.8 650.5
R3 660.8 657.5 648.0
R2 652.3 652.3 647.3
R1 649.0 649.0 646.5 650.8
PP 643.8 643.8 643.8 644.8
S1 640.8 640.8 645.0 642.3
S2 635.5 635.5 644.3
S3 627.0 632.3 643.5
S4 618.8 623.8 641.3
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
5 648.9 630.7 18.2 2.8% 10.3 1.6% 83% False False 96,462
10 648.9 621.0 27.9 4.3% 10.3 1.6% 89% False False 87,449
20 648.9 597.7 51.2 7.9% 9.3 1.4% 94% False False 88,108
40 648.9 557.0 91.9 14.2% 10.5 1.6% 97% False False 55,697
60 648.9 549.9 99.0 15.3% 11.5 1.8% 97% False False 37,202
80 648.9 549.9 99.0 15.3% 11.3 1.7% 97% False False 27,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 682.8
2.618 669.0
1.618 660.8
1.000 655.5
0.618 652.3
HIGH 647.0
0.618 644.0
0.500 643.0
0.382 642.0
LOW 638.8
0.618 633.5
1.000 630.3
1.618 625.0
2.618 616.8
4.250 603.0
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 644.8 643.5
PP 643.8 641.3
S1 643.0 639.0

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

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