ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 625.7 618.7 -7.0 -1.1% 641.6
High 629.6 622.5 -7.1 -1.1% 647.6
Low 612.9 611.6 -1.3 -0.2% 612.9
Close 616.3 615.8 -0.5 -0.1% 616.3
Range 16.7 10.9 -5.8 -34.7% 34.7
ATR 12.0 11.9 -0.1 -0.7% 0.0
Volume 168,644 192,403 23,759 14.1% 410,866
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 649.3 643.5 621.8
R3 638.5 632.5 618.8
R2 627.5 627.5 617.8
R1 621.8 621.8 616.8 619.3
PP 616.8 616.8 616.8 615.5
S1 610.8 610.8 614.8 608.3
S2 605.8 605.8 613.8
S3 594.8 599.8 612.8
S4 584.0 589.0 609.8
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
5 647.6 611.6 36.0 5.8% 15.3 2.5% 12% False True 120,653
10 648.9 611.6 37.3 6.1% 13.5 2.2% 11% False True 106,519
20 648.9 611.6 37.3 6.1% 10.8 1.8% 11% False True 87,045
40 648.9 557.0 91.9 14.9% 11.5 1.9% 64% False False 72,845
60 648.9 549.9 99.0 16.1% 11.3 1.8% 67% False False 48,618
80 648.9 549.9 99.0 16.1% 11.5 1.9% 67% False False 36,487
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 False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 668.8
2.618 651.0
1.618 640.3
1.000 633.5
0.618 629.3
HIGH 622.5
0.618 618.3
0.500 617.0
0.382 615.8
LOW 611.5
0.618 604.8
1.000 600.8
1.618 594.0
2.618 583.0
4.250 565.3
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 617.0 627.5
PP 616.8 623.5
S1 616.3 619.8

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

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