ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 611.8 589.9 -21.9 -3.6% 599.4
High 612.1 592.5 -19.6 -3.2% 614.8
Low 588.3 578.4 -9.9 -1.7% 578.4
Close 590.7 590.0 -0.7 -0.1% 590.0
Range 23.8 14.1 -9.7 -40.8% 36.4
ATR 13.1 13.2 0.1 0.5% 0.0
Volume 125,375 183,409 58,034 46.3% 728,964
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 629.3 623.8 597.8
R3 615.3 609.8 594.0
R2 601.0 601.0 592.5
R1 595.5 595.5 591.3 598.3
PP 587.0 587.0 587.0 588.3
S1 581.5 581.5 588.8 584.3
S2 572.8 572.8 587.5
S3 558.8 567.3 586.0
S4 544.8 553.3 582.3
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 703.5 683.3 610.0
R3 667.3 646.8 600.0
R2 630.8 630.8 596.8
R1 610.5 610.5 593.3 602.5
PP 594.5 594.5 594.5 590.5
S1 574.0 574.0 586.8 566.0
S2 558.0 558.0 583.3
S3 521.5 537.5 580.0
S4 485.3 501.3 570.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614.8 578.4 36.4 6.2% 13.8 2.3% 32% False True 145,792
10 622.8 578.4 44.4 7.5% 14.0 2.4% 26% False True 152,381
20 648.9 578.4 70.5 11.9% 13.5 2.3% 16% False True 124,994
40 648.9 578.4 70.5 11.9% 11.3 1.9% 16% False True 105,824
60 648.9 557.0 91.9 15.6% 11.5 2.0% 36% False False 70,781
80 648.9 549.9 99.0 16.8% 12.0 2.0% 41% False False 53,126
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652.5
2.618 629.5
1.618 615.3
1.000 606.5
0.618 601.3
HIGH 592.5
0.618 587.0
0.500 585.5
0.382 583.8
LOW 578.5
0.618 569.8
1.000 564.3
1.618 555.5
2.618 541.5
4.250 518.5
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 588.5 596.5
PP 587.0 594.5
S1 585.5 592.3

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

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