ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 636.5 621.5 -15.0 -2.4% 636.0
High 638.0 621.5 -16.5 -2.6% 644.9
Low 622.9 621.5 -1.4 -0.2% 621.5
Close 623.0 613.8 -9.2 -1.5% 613.8
Range 15.1 0.0 -15.1 -100.0% 23.4
ATR 7.9 7.4 -0.5 -5.8% 0.0
Volume 8 196 188 2,350.0% 264
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 619.0 616.3 613.8
R3 619.0 616.3 613.8
R2 619.0 619.0 613.8
R1 616.3 616.3 613.8 617.8
PP 619.0 619.0 619.0 619.5
S1 616.3 616.3 613.8 617.8
S2 619.0 619.0 613.8
S3 619.0 616.3 613.8
S4 619.0 616.3 613.8
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 697.0 678.8 626.8
R3 673.5 655.3 620.3
R2 650.3 650.3 618.0
R1 632.0 632.0 616.0 629.3
PP 626.8 626.8 626.8 625.5
S1 608.5 608.5 611.8 606.0
S2 603.3 603.3 609.5
S3 580.0 585.3 607.3
S4 556.5 561.8 601.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 644.9 621.5 23.4 3.8% 6.3 1.0% -33% False True 52
10 645.9 621.5 24.4 4.0% 6.3 1.0% -32% False True 46
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 1.0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 621.5
2.618 621.5
1.618 621.5
1.000 621.5
0.618 621.5
HIGH 621.5
0.618 621.5
0.500 621.5
0.382 621.5
LOW 621.5
0.618 621.5
1.000 621.5
1.618 621.5
2.618 621.5
4.250 621.5
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 621.5 629.8
PP 619.0 624.5
S1 616.3 619.0

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

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