ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 612.0 611.8 -0.2 0.0% 618.7
High 614.8 612.1 -2.7 -0.4% 622.8
Low 604.3 588.3 -16.0 -2.6% 598.1
Close 611.8 590.7 -21.1 -3.4% 601.0
Range 10.5 23.8 13.3 126.7% 24.7
ATR 12.3 13.1 0.8 6.7% 0.0
Volume 124,851 125,375 524 0.4% 794,852
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 668.5 653.3 603.8
R3 644.8 629.5 597.3
R2 620.8 620.8 595.0
R1 605.8 605.8 593.0 601.5
PP 597.0 597.0 597.0 594.8
S1 582.0 582.0 588.5 577.5
S2 573.3 573.3 586.3
S3 549.5 558.3 584.3
S4 525.8 534.3 577.5
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
5 615.3 588.3 27.0 4.6% 14.3 2.4% 9% False True 144,032
10 629.6 588.3 41.3 7.0% 14.3 2.4% 6% False True 150,905
20 648.9 588.3 60.6 10.3% 13.5 2.3% 4% False True 120,143
40 648.9 588.3 60.6 10.3% 11.3 1.9% 4% False True 101,311
60 648.9 557.0 91.9 15.6% 11.5 1.9% 37% False False 67,726
80 648.9 549.9 99.0 16.8% 12.0 2.0% 41% False False 50,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 713.3
2.618 674.5
1.618 650.5
1.000 636.0
0.618 626.8
HIGH 612.0
0.618 603.0
0.500 600.3
0.382 597.5
LOW 588.3
0.618 573.5
1.000 564.5
1.618 549.8
2.618 526.0
4.250 487.3
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 600.3 601.5
PP 597.0 598.0
S1 593.8 594.3

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

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