ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 662.0 662.9 0.9 0.1% 626.8
High 665.5 671.3 5.8 0.9% 663.3
Low 661.1 660.8 -0.3 0.0% 626.8
Close 663.8 666.5 2.7 0.4% 661.9
Range 4.4 10.5 6.1 138.6% 36.5
ATR 8.9 9.0 0.1 1.3% 0.0
Volume 4,475 3,754 -721 -16.1% 14,997
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 697.8 692.5 672.3
R3 687.3 682.0 669.5
R2 676.8 676.8 668.5
R1 671.5 671.5 667.5 674.3
PP 666.3 666.3 666.3 667.5
S1 661.0 661.0 665.5 663.8
S2 655.8 655.8 664.5
S3 645.3 650.5 663.5
S4 634.8 640.0 660.8
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
5 671.3 644.3 27.0 4.1% 8.0 1.2% 82% True False 3,687
10 671.3 616.7 54.6 8.2% 8.8 1.3% 91% True False 2,444
20 671.3 586.0 85.3 12.8% 8.5 1.3% 94% True False 1,436
40 671.3 577.1 94.2 14.1% 9.0 1.3% 95% True False 782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 716.0
2.618 698.8
1.618 688.3
1.000 681.8
0.618 677.8
HIGH 671.3
0.618 667.3
0.500 666.0
0.382 664.8
LOW 660.8
0.618 654.3
1.000 650.3
1.618 643.8
2.618 633.3
4.250 616.3
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 666.3 664.8
PP 666.3 662.8
S1 666.0 661.0

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

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