ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 644.9 650.6 5.7 0.9% 626.8
High 650.5 663.3 12.8 2.0% 663.3
Low 644.9 650.6 5.7 0.9% 626.8
Close 649.3 661.9 12.7 1.9% 661.9
Range 5.6 12.7 7.1 126.8% 36.5
ATR 8.9 9.2 0.4 4.2% 0.0
Volume 1,562 4,475 2,913 186.5% 14,997
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 696.8 692.0 669.0
R3 684.0 679.3 665.5
R2 671.3 671.3 664.3
R1 666.5 666.5 663.0 669.0
PP 658.5 658.5 658.5 659.8
S1 654.0 654.0 660.8 656.3
S2 646.0 646.0 659.5
S3 633.3 641.3 658.5
S4 620.5 628.5 655.0
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 760.3 747.5 682.0
R3 723.8 711.0 672.0
R2 687.3 687.3 668.5
R1 674.5 674.5 665.3 680.8
PP 650.8 650.8 650.8 653.8
S1 638.0 638.0 658.5 644.3
S2 614.3 614.3 655.3
S3 577.8 601.5 651.8
S4 541.3 565.0 641.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663.3 626.8 36.5 5.5% 9.5 1.4% 96% True False 2,999
10 663.3 616.7 46.6 7.0% 8.8 1.3% 97% True False 1,819
20 663.3 583.5 79.8 12.1% 8.8 1.3% 98% True False 1,045
40 663.3 577.1 86.2 13.0% 8.8 1.3% 98% True False 580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 717.3
2.618 696.5
1.618 683.8
1.000 676.0
0.618 671.3
HIGH 663.3
0.618 658.5
0.500 657.0
0.382 655.5
LOW 650.5
0.618 642.8
1.000 638.0
1.618 630.0
2.618 617.3
4.250 596.5
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 660.3 659.3
PP 658.5 656.5
S1 657.0 653.8

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

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