ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 676.5 676.3 -0.2 0.0% 663.6
High 680.1 677.1 -3.0 -0.4% 680.1
Low 671.4 668.8 -2.6 -0.4% 663.0
Close 677.0 674.3 -2.7 -0.4% 677.0
Range 8.7 8.3 -0.4 -4.6% 17.1
ATR 10.5 10.3 -0.2 -1.5% 0.0
Volume 173,476 72,874 -100,602 -58.0% 730,089
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 698.3 694.5 678.8
R3 690.0 686.3 676.5
R2 681.8 681.8 675.8
R1 678.0 678.0 675.0 675.8
PP 673.5 673.5 673.5 672.3
S1 669.8 669.8 673.5 667.5
S2 665.0 665.0 672.8
S3 656.8 661.5 672.0
S4 648.5 653.0 669.8
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 724.8 718.0 686.5
R3 707.5 700.8 681.8
R2 690.5 690.5 680.3
R1 683.8 683.8 678.5 687.0
PP 673.3 673.3 673.3 675.0
S1 666.8 666.8 675.5 670.0
S2 656.3 656.3 673.8
S3 639.3 649.5 672.3
S4 622.0 632.5 667.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.1 663.0 17.1 2.5% 9.5 1.4% 66% False False 134,465
10 680.1 640.2 39.9 5.9% 9.0 1.3% 85% False False 127,941
20 680.1 609.4 70.7 10.5% 9.5 1.4% 92% False False 113,948
40 680.1 578.4 101.7 15.1% 12.0 1.8% 94% False False 125,897
60 680.1 578.4 101.7 15.1% 11.0 1.6% 94% False False 113,301
80 680.1 557.0 123.1 18.3% 11.3 1.7% 95% False False 90,797
100 680.1 549.9 130.2 19.3% 11.5 1.7% 96% False False 72,680
120 680.1 549.9 130.2 19.3% 11.5 1.7% 96% False False 60,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 712.5
2.618 698.8
1.618 690.5
1.000 685.5
0.618 682.3
HIGH 677.0
0.618 674.0
0.500 673.0
0.382 672.0
LOW 668.8
0.618 663.8
1.000 660.5
1.618 655.3
2.618 647.0
4.250 633.5
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 673.8 674.3
PP 673.5 674.0
S1 673.0 674.0

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

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