ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 650.6 662.0 11.4 1.8% 626.8
High 663.3 665.5 2.2 0.3% 663.3
Low 650.6 661.1 10.5 1.6% 626.8
Close 661.9 663.8 1.9 0.3% 661.9
Range 12.7 4.4 -8.3 -65.4% 36.5
ATR 9.2 8.9 -0.3 -3.7% 0.0
Volume 4,475 4,475 0 0.0% 14,997
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 676.8 674.8 666.3
R3 672.3 670.3 665.0
R2 667.8 667.8 664.5
R1 665.8 665.8 664.3 666.8
PP 663.5 663.5 663.5 664.0
S1 661.5 661.5 663.5 662.5
S2 659.0 659.0 663.0
S3 654.8 657.0 662.5
S4 650.3 652.8 661.5
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
5 665.5 637.2 28.3 4.3% 8.0 1.2% 94% True False 3,857
10 665.5 616.7 48.8 7.4% 8.8 1.3% 97% True False 2,232
20 665.5 583.9 81.6 12.3% 8.5 1.3% 98% True False 1,260
40 665.5 577.1 88.4 13.3% 8.8 1.3% 98% True False 690
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 10 trading days
Fibonacci Retracements and Extensions
4.250 684.3
2.618 677.0
1.618 672.5
1.000 670.0
0.618 668.3
HIGH 665.5
0.618 663.8
0.500 663.3
0.382 662.8
LOW 661.0
0.618 658.5
1.000 656.8
1.618 654.0
2.618 649.5
4.250 642.5
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 663.8 661.0
PP 663.5 658.0
S1 663.3 655.3

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

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