ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 662.9 666.6 3.7 0.6% 626.8
High 671.3 675.5 4.2 0.6% 663.3
Low 660.8 666.1 5.3 0.8% 626.8
Close 666.5 672.1 5.6 0.8% 661.9
Range 10.5 9.4 -1.1 -10.5% 36.5
ATR 9.0 9.0 0.0 0.3% 0.0
Volume 3,754 14,058 10,304 274.5% 14,997
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 699.5 695.3 677.3
R3 690.0 685.8 674.8
R2 680.8 680.8 673.8
R1 676.3 676.3 673.0 678.5
PP 671.3 671.3 671.3 672.3
S1 667.0 667.0 671.3 669.0
S2 661.8 661.8 670.5
S3 652.5 657.5 669.5
S4 643.0 648.3 667.0
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
5 675.5 644.9 30.6 4.6% 8.5 1.3% 89% True False 5,664
10 675.5 616.7 58.8 8.7% 9.0 1.3% 94% True False 3,838
20 675.5 587.0 88.5 13.2% 8.8 1.3% 96% True False 2,067
40 675.5 577.1 98.4 14.6% 9.0 1.3% 97% True False 1,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 715.5
2.618 700.0
1.618 690.8
1.000 685.0
0.618 681.3
HIGH 675.5
0.618 672.0
0.500 670.8
0.382 669.8
LOW 666.0
0.618 660.3
1.000 656.8
1.618 651.0
2.618 641.5
4.250 626.3
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 671.8 670.8
PP 671.3 669.5
S1 670.8 668.3

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

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