ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 618.7 617.1 -1.6 -0.3% 641.6
High 622.5 618.6 -3.9 -0.6% 647.6
Low 611.6 609.5 -2.1 -0.3% 612.9
Close 615.8 610.8 -5.0 -0.8% 616.3
Range 10.9 9.1 -1.8 -16.5% 34.7
ATR 11.9 11.7 -0.2 -1.7% 0.0
Volume 192,403 133,768 -58,635 -30.5% 410,866
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 640.3 634.8 615.8
R3 631.3 625.5 613.3
R2 622.0 622.0 612.5
R1 616.5 616.5 611.8 614.8
PP 613.0 613.0 613.0 612.0
S1 607.3 607.3 610.0 605.5
S2 603.8 603.8 609.3
S3 594.8 598.3 608.3
S4 585.8 589.3 605.8
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
5 646.8 609.5 37.3 6.1% 14.5 2.4% 3% False True 146,415
10 647.6 609.5 38.1 6.2% 13.3 2.2% 3% False True 111,715
20 648.9 609.5 39.4 6.5% 11.0 1.8% 3% False True 89,927
40 648.9 557.0 91.9 15.0% 11.3 1.9% 59% False False 76,188
60 648.9 549.9 99.0 16.2% 11.0 1.8% 62% False False 50,847
80 648.9 549.9 99.0 16.2% 11.3 1.9% 62% False False 38,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 657.3
2.618 642.5
1.618 633.3
1.000 627.8
0.618 624.3
HIGH 618.5
0.618 615.0
0.500 614.0
0.382 613.0
LOW 609.5
0.618 604.0
1.000 600.5
1.618 594.8
2.618 585.8
4.250 570.8
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 614.0 619.5
PP 613.0 616.8
S1 612.0 613.8

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

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