ICE Russell 2000 Mini Future June 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 645.0 644.9 -0.1 0.0% 628.2
High 650.9 650.5 -0.4 -0.1% 630.8
Low 644.3 644.9 0.6 0.1% 616.7
Close 647.2 649.3 2.1 0.3% 625.2
Range 6.6 5.6 -1.0 -15.2% 14.1
ATR 9.1 8.9 -0.3 -2.8% 0.0
Volume 4,172 1,562 -2,610 -62.6% 3,193
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 665.0 662.8 652.3
R3 659.5 657.3 650.8
R2 653.8 653.8 650.3
R1 651.5 651.5 649.8 652.8
PP 648.3 648.3 648.3 648.8
S1 646.0 646.0 648.8 647.0
S2 642.5 642.5 648.3
S3 637.0 640.3 647.8
S4 631.5 634.8 646.3
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 666.5 660.0 633.0
R3 652.5 645.8 629.0
R2 638.3 638.3 627.8
R1 631.8 631.8 626.5 628.0
PP 624.3 624.3 624.3 622.3
S1 617.8 617.8 624.0 614.0
S2 610.3 610.3 622.5
S3 596.0 603.5 621.3
S4 582.0 589.5 617.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650.9 621.3 29.6 4.6% 8.5 1.3% 94% False False 2,293
10 650.9 616.7 34.2 5.3% 8.5 1.3% 95% False False 1,383
20 650.9 577.1 73.8 11.4% 8.5 1.3% 98% False False 826
40 650.9 577.1 73.8 11.4% 8.8 1.3% 98% False False 470
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 1.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 674.3
2.618 665.3
1.618 659.5
1.000 656.0
0.618 654.0
HIGH 650.5
0.618 648.3
0.500 647.8
0.382 647.0
LOW 645.0
0.618 641.5
1.000 639.3
1.618 635.8
2.618 630.3
4.250 621.0
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 648.8 647.5
PP 648.3 645.8
S1 647.8 644.0

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

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