ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 617.1 610.9 -6.2 -1.0% 641.6
High 618.6 617.7 -0.9 -0.1% 647.6
Low 609.5 605.4 -4.1 -0.7% 612.9
Close 610.8 616.9 6.1 1.0% 616.3
Range 9.1 12.3 3.2 35.2% 34.7
ATR 11.7 11.8 0.0 0.3% 0.0
Volume 133,768 131,920 -1,848 -1.4% 410,866
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 650.3 645.8 623.8
R3 638.0 633.5 620.3
R2 625.8 625.8 619.3
R1 621.3 621.3 618.0 623.5
PP 613.3 613.3 613.3 614.5
S1 609.0 609.0 615.8 611.3
S2 601.0 601.0 614.8
S3 588.8 596.8 613.5
S4 576.5 584.3 610.3
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
5 643.2 605.4 37.8 6.1% 13.5 2.2% 30% False True 151,129
10 647.6 605.4 42.2 6.8% 13.5 2.2% 27% False True 116,038
20 648.9 605.4 43.5 7.1% 11.5 1.9% 26% False True 95,396
40 648.9 566.0 82.9 13.4% 11.0 1.8% 61% False False 79,485
60 648.9 549.9 99.0 16.0% 11.0 1.8% 68% False False 53,043
80 648.9 549.9 99.0 16.0% 11.5 1.8% 68% False False 39,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 670.0
2.618 650.0
1.618 637.5
1.000 630.0
0.618 625.3
HIGH 617.8
0.618 613.0
0.500 611.5
0.382 610.0
LOW 605.5
0.618 597.8
1.000 593.0
1.618 585.5
2.618 573.3
4.250 553.0
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 615.0 616.0
PP 613.3 615.0
S1 611.5 614.0

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

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