ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 641.6 646.4 4.8 0.7% 644.0
High 647.6 646.8 -0.8 -0.1% 648.9
Low 635.1 630.1 -5.0 -0.8% 630.7
Close 646.4 638.0 -8.4 -1.3% 636.6
Range 12.5 16.7 4.2 33.6% 18.2
ATR 10.7 11.1 0.4 4.0% 0.0
Volume 4,961 108,349 103,388 2,084.0% 461,923
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 688.5 680.0 647.3
R3 671.8 663.3 642.5
R2 655.0 655.0 641.0
R1 646.5 646.5 639.5 642.5
PP 638.3 638.3 638.3 636.3
S1 629.8 629.8 636.5 625.8
S2 621.5 621.5 635.0
S3 605.0 613.0 633.5
S4 588.3 596.5 628.8
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 693.3 683.3 646.5
R3 675.3 665.0 641.5
R2 657.0 657.0 640.0
R1 646.8 646.8 638.3 642.8
PP 638.8 638.8 638.8 636.8
S1 628.5 628.5 635.0 624.5
S2 620.5 620.5 633.3
S3 602.3 610.3 631.5
S4 584.3 592.3 626.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 647.6 630.1 17.5 2.7% 13.3 2.1% 45% False True 80,948
10 648.9 629.7 19.2 3.0% 11.3 1.8% 43% False False 85,128
20 648.9 607.7 41.2 6.5% 9.8 1.5% 74% False False 75,888
40 648.9 557.0 91.9 14.4% 10.8 1.7% 88% False False 60,600
60 648.9 549.9 99.0 15.5% 11.3 1.8% 89% False False 40,463
80 648.9 549.9 99.0 15.5% 11.3 1.8% 89% False False 30,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 717.8
2.618 690.5
1.618 673.8
1.000 663.5
0.618 657.0
HIGH 646.8
0.618 640.5
0.500 638.5
0.382 636.5
LOW 630.0
0.618 619.8
1.000 613.5
1.618 603.0
2.618 586.5
4.250 559.0
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 638.5 638.8
PP 638.3 638.5
S1 638.3 638.3

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

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