ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 604.7 599.4 -5.3 -0.9% 618.7
High 615.3 607.8 -7.5 -1.2% 622.8
Low 598.1 598.2 0.1 0.0% 598.1
Close 601.0 606.6 5.6 0.9% 601.0
Range 17.2 9.6 -7.6 -44.2% 24.7
ATR 12.9 12.6 -0.2 -1.8% 0.0
Volume 174,609 168,499 -6,110 -3.5% 794,852
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 633.0 629.5 612.0
R3 623.5 619.8 609.3
R2 613.8 613.8 608.3
R1 610.3 610.3 607.5 612.0
PP 604.3 604.3 604.3 605.0
S1 600.5 600.5 605.8 602.5
S2 594.5 594.5 604.8
S3 585.0 591.0 604.0
S4 575.5 581.5 601.3
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% 14.0 2.3% 34% False False 154,189
10 647.6 598.1 49.5 8.2% 14.5 2.4% 17% False False 137,421
20 648.9 598.1 50.8 8.4% 12.5 2.1% 17% False False 113,255
40 648.9 585.0 63.9 10.5% 11.3 1.9% 34% False False 92,049
60 648.9 557.0 91.9 15.2% 11.3 1.8% 54% False False 61,461
80 648.9 549.9 99.0 16.3% 11.8 1.9% 57% False False 46,122
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 648.5
2.618 633.0
1.618 623.3
1.000 617.5
0.618 613.8
HIGH 607.8
0.618 604.3
0.500 603.0
0.382 601.8
LOW 598.3
0.618 592.3
1.000 588.5
1.618 582.8
2.618 573.0
4.250 557.5
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 605.5 610.5
PP 604.3 609.3
S1 603.0 608.0

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

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