ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 641.7 648.8 7.1 1.1% 630.5
High 650.1 653.7 3.6 0.6% 635.5
Low 640.2 646.3 6.1 1.0% 618.5
Close 647.8 649.8 2.0 0.3% 627.9
Range 9.9 7.4 -2.5 -25.3% 17.0
ATR 11.6 11.3 -0.3 -2.6% 0.0
Volume 140,143 125,932 -14,211 -10.1% 562,827
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 672.3 668.3 653.8
R3 664.8 661.0 651.8
R2 657.3 657.3 651.3
R1 653.5 653.5 650.5 655.5
PP 650.0 650.0 650.0 651.0
S1 646.3 646.3 649.0 648.0
S2 642.5 642.5 648.5
S3 635.3 638.8 647.8
S4 627.8 631.3 645.8
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
5 653.7 618.5 35.2 5.4% 10.3 1.6% 89% True False 124,405
10 653.7 618.5 35.2 5.4% 10.0 1.5% 89% True False 116,170
20 653.7 578.4 75.3 11.6% 11.5 1.8% 95% True False 121,930
40 653.7 578.4 75.3 11.6% 12.0 1.8% 95% True False 119,465
60 653.7 578.4 75.3 11.6% 11.3 1.7% 95% True False 104,109
80 653.7 557.0 96.7 14.9% 11.3 1.7% 96% True False 78,154
100 653.7 549.9 103.8 16.0% 11.8 1.8% 96% True False 62,551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 685.3
2.618 673.0
1.618 665.8
1.000 661.0
0.618 658.3
HIGH 653.8
0.618 650.8
0.500 650.0
0.382 649.3
LOW 646.3
0.618 641.8
1.000 639.0
1.618 634.3
2.618 627.0
4.250 614.8
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 650.0 647.0
PP 650.0 644.3
S1 649.8 641.5

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

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