ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 628.0 630.2 2.2 0.4% 630.5
High 630.1 632.4 2.3 0.4% 635.5
Low 618.5 623.2 4.7 0.8% 618.5
Close 629.5 627.9 -1.6 -0.3% 627.9
Range 11.6 9.2 -2.4 -20.7% 17.0
ATR 11.7 11.6 -0.2 -1.5% 0.0
Volume 106,976 137,099 30,123 28.2% 562,827
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 655.5 650.8 633.0
R3 646.3 641.8 630.5
R2 637.0 637.0 629.5
R1 632.5 632.5 628.8 630.3
PP 627.8 627.8 627.8 626.8
S1 623.3 623.3 627.0 621.0
S2 618.8 618.8 626.3
S3 609.5 614.0 625.3
S4 600.3 604.8 622.8
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 678.3 670.0 637.3
R3 661.3 653.0 632.5
R2 644.3 644.3 631.0
R1 636.0 636.0 629.5 631.8
PP 627.3 627.3 627.3 625.0
S1 619.0 619.0 626.3 614.8
S2 610.3 610.3 624.8
S3 593.3 602.0 623.3
S4 576.3 585.0 618.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 635.5 618.5 17.0 2.7% 9.8 1.6% 55% False False 112,565
10 635.5 596.5 39.0 6.2% 10.3 1.6% 81% False False 101,159
20 635.5 578.4 57.1 9.1% 12.0 1.9% 87% False False 126,529
40 648.9 578.4 70.5 11.2% 12.0 1.9% 70% False False 114,020
60 648.9 576.2 72.7 11.6% 11.5 1.8% 71% False False 97,867
80 648.9 553.7 95.2 15.2% 11.3 1.8% 78% False False 73,441
100 648.9 549.9 99.0 15.8% 11.5 1.8% 79% False False 58,773
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook True
Stretch 2.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 671.5
2.618 656.5
1.618 647.3
1.000 641.5
0.618 638.0
HIGH 632.5
0.618 629.0
0.500 627.8
0.382 626.8
LOW 623.3
0.618 617.5
1.000 614.0
1.618 608.3
2.618 599.0
4.250 584.0
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 627.8 627.0
PP 627.8 626.3
S1 627.8 625.5

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

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