ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 18-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 18-Jan-2010 Change Change % Previous Week
Open 637.7 636.0 -1.7 -0.3% 644.1
High 637.7 636.1 -1.6 -0.3% 645.9
Low 630.0 636.0 6.0 1.0% 629.1
Close 634.1 634.1 0.0 0.0% 634.1
Range 7.7 0.1 -7.6 -98.7% 16.8
ATR
Volume 15 33 18 120.0% 197
Daily Pivots for day following 18-Jan-2010
Classic Woodie Camarilla DeMark
R4 635.8 635.0 634.3
R3 635.5 635.0 634.3
R2 635.5 635.5 634.0
R1 634.8 634.8 634.0 635.0
PP 635.5 635.5 635.5 635.5
S1 634.8 634.8 634.0 635.0
S2 635.3 635.3 634.0
S3 635.3 634.5 634.0
S4 635.0 634.5 634.0
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 686.8 677.3 643.3
R3 670.0 660.5 638.8
R2 653.3 653.3 637.3
R1 643.8 643.8 635.8 640.0
PP 636.3 636.3 636.3 634.5
S1 626.8 626.8 632.5 623.3
S2 619.5 619.5 631.0
S3 602.8 610.0 629.5
S4 586.0 593.3 624.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.9 629.1 14.8 2.3% 4.8 0.8% 34% False False 26
10 645.9 628.0 17.9 2.8% 5.5 0.9% 34% False False 79
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 636.5
2.618 636.3
1.618 636.3
1.000 636.3
0.618 636.3
HIGH 636.0
0.618 636.0
0.500 636.0
0.382 636.0
LOW 636.0
0.618 636.0
1.000 636.0
1.618 635.8
2.618 635.8
4.250 635.5
Fisher Pivots for day following 18-Jan-2010
Pivot 1 day 3 day
R1 636.0 637.0
PP 635.5 636.0
S1 634.8 635.0

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

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