ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 617.5 604.7 -12.8 -2.1% 618.7
High 622.8 615.3 -7.5 -1.2% 622.8
Low 600.5 598.1 -2.4 -0.4% 598.1
Close 605.5 601.0 -4.5 -0.7% 601.0
Range 22.3 17.2 -5.1 -22.9% 24.7
ATR 12.5 12.9 0.3 2.7% 0.0
Volume 162,152 174,609 12,457 7.7% 794,852
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 656.5 646.0 610.5
R3 639.3 628.8 605.8
R2 622.0 622.0 604.3
R1 611.5 611.5 602.5 608.3
PP 604.8 604.8 604.8 603.0
S1 594.3 594.3 599.5 591.0
S2 587.5 587.5 597.8
S3 570.5 577.0 596.3
S4 553.3 560.0 591.5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 681.5 666.0 614.5
R3 656.8 641.3 607.8
R2 632.0 632.0 605.5
R1 616.5 616.5 603.3 612.0
PP 607.3 607.3 607.3 605.0
S1 591.8 591.8 598.8 587.3
S2 582.5 582.5 596.5
S3 558.0 567.0 594.3
S4 533.3 542.5 587.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 622.8 598.1 24.7 4.1% 14.3 2.4% 12% False True 158,970
10 647.6 598.1 49.5 8.2% 15.3 2.5% 6% False True 128,862
20 648.9 598.1 50.8 8.5% 12.8 2.1% 6% False True 108,156
40 648.9 583.7 65.2 10.8% 11.5 1.9% 27% False False 87,890
60 648.9 557.0 91.9 15.3% 11.3 1.9% 48% False False 58,654
80 648.9 549.9 99.0 16.5% 11.5 1.9% 52% False False 44,016
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688.5
2.618 660.3
1.618 643.3
1.000 632.5
0.618 626.0
HIGH 615.3
0.618 608.8
0.500 606.8
0.382 604.8
LOW 598.0
0.618 587.5
1.000 581.0
1.618 570.3
2.618 553.0
4.250 525.0
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 606.8 610.5
PP 604.8 607.3
S1 603.0 604.3

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

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