ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 638.4 625.7 -12.7 -2.0% 641.6
High 643.2 629.6 -13.6 -2.1% 647.6
Low 624.3 612.9 -11.4 -1.8% 612.9
Close 625.5 616.3 -9.2 -1.5% 616.3
Range 18.9 16.7 -2.2 -11.6% 34.7
ATR 11.6 12.0 0.4 3.1% 0.0
Volume 128,912 168,644 39,732 30.8% 410,866
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 669.8 659.8 625.5
R3 653.0 643.0 621.0
R2 636.3 636.3 619.3
R1 626.3 626.3 617.8 623.0
PP 619.5 619.5 619.5 618.0
S1 609.5 609.5 614.8 606.3
S2 603.0 603.0 613.3
S3 586.3 593.0 611.8
S4 569.5 576.3 607.0
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 729.8 707.8 635.5
R3 695.0 673.0 625.8
R2 660.3 660.3 622.8
R1 638.3 638.3 619.5 632.0
PP 625.5 625.5 625.5 622.5
S1 603.5 603.5 613.0 597.3
S2 591.0 591.0 610.0
S3 556.3 569.0 606.8
S4 521.5 534.3 597.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 647.6 612.9 34.7 5.6% 16.0 2.6% 10% False True 98,754
10 648.9 612.9 36.0 5.8% 13.3 2.1% 9% False True 97,608
20 648.9 612.9 36.0 5.8% 10.8 1.7% 9% False True 80,741
40 648.9 557.0 91.9 14.9% 11.3 1.8% 65% False False 68,036
60 648.9 549.9 99.0 16.1% 11.3 1.8% 67% False False 45,414
80 648.9 549.9 99.0 16.1% 11.5 1.9% 67% False False 34,083
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 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 700.5
2.618 673.3
1.618 656.5
1.000 646.3
0.618 640.0
HIGH 629.5
0.618 623.3
0.500 621.3
0.382 619.3
LOW 613.0
0.618 602.5
1.000 596.3
1.618 586.0
2.618 569.3
4.250 542.0
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 621.3 629.8
PP 619.5 625.3
S1 618.0 620.8

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

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