ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 646.4 638.4 -8.0 -1.2% 644.0
High 646.8 643.2 -3.6 -0.6% 648.9
Low 630.1 624.3 -5.8 -0.9% 630.7
Close 638.0 625.5 -12.5 -2.0% 636.6
Range 16.7 18.9 2.2 13.2% 18.2
ATR 11.1 11.6 0.6 5.0% 0.0
Volume 108,349 128,912 20,563 19.0% 461,923
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 687.8 675.5 636.0
R3 668.8 656.5 630.8
R2 650.0 650.0 629.0
R1 637.8 637.8 627.3 634.3
PP 631.0 631.0 631.0 629.3
S1 618.8 618.8 623.8 615.5
S2 612.0 612.0 622.0
S3 593.3 600.0 620.3
S4 574.3 581.0 615.0
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
5 647.6 624.3 23.3 3.7% 14.5 2.3% 5% False True 85,499
10 648.9 624.3 24.6 3.9% 12.8 2.0% 5% False True 89,381
20 648.9 615.0 33.9 5.4% 10.3 1.7% 31% False False 76,208
40 648.9 557.0 91.9 14.7% 11.0 1.8% 75% False False 63,821
60 648.9 549.9 99.0 15.8% 11.3 1.8% 76% False False 42,607
80 648.9 549.9 99.0 15.8% 11.3 1.8% 76% False False 31,975
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 False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 723.5
2.618 692.8
1.618 673.8
1.000 662.0
0.618 655.0
HIGH 643.3
0.618 636.0
0.500 633.8
0.382 631.5
LOW 624.3
0.618 612.5
1.000 605.5
1.618 593.8
2.618 574.8
4.250 544.0
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 633.8 636.0
PP 631.0 632.5
S1 628.3 629.0

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

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