ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 648.8 649.3 0.5 0.1% 630.5
High 653.7 653.1 -0.6 -0.1% 635.5
Low 646.3 646.8 0.5 0.1% 618.5
Close 649.8 651.8 2.0 0.3% 627.9
Range 7.4 6.3 -1.1 -14.9% 17.0
ATR 11.3 11.0 -0.4 -3.2% 0.0
Volume 125,932 104,001 -21,931 -17.4% 562,827
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 669.5 667.0 655.3
R3 663.3 660.8 653.5
R2 656.8 656.8 653.0
R1 654.3 654.3 652.5 655.5
PP 650.5 650.5 650.5 651.3
S1 648.0 648.0 651.3 649.3
S2 644.3 644.3 650.8
S3 638.0 641.8 650.0
S4 631.8 635.5 648.3
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
5 653.7 623.2 30.5 4.7% 9.3 1.4% 94% False False 123,810
10 653.7 618.5 35.2 5.4% 9.8 1.5% 95% False False 115,859
20 653.7 578.4 75.3 11.6% 11.3 1.7% 97% False False 120,888
40 653.7 578.4 75.3 11.6% 12.0 1.8% 97% False False 119,540
60 653.7 578.4 75.3 11.6% 11.3 1.7% 97% False False 105,781
80 653.7 557.0 96.7 14.8% 11.3 1.7% 98% False False 79,450
100 653.7 549.9 103.8 15.9% 11.8 1.8% 98% False False 63,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 680.0
2.618 669.5
1.618 663.3
1.000 659.5
0.618 657.0
HIGH 653.0
0.618 650.8
0.500 650.0
0.382 649.3
LOW 646.8
0.618 643.0
1.000 640.5
1.618 636.5
2.618 630.3
4.250 620.0
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 651.3 650.3
PP 650.5 648.5
S1 650.0 647.0

Download as Excel Spreadsheet

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

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