ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 666.6 672.8 6.2 0.9% 626.8
High 675.5 675.0 -0.5 -0.1% 663.3
Low 666.1 665.3 -0.8 -0.1% 626.8
Close 672.1 673.9 1.8 0.3% 661.9
Range 9.4 9.7 0.3 3.2% 36.5
ATR 9.0 9.1 0.0 0.5% 0.0
Volume 14,058 42,274 28,216 200.7% 14,997
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 700.5 697.0 679.3
R3 690.8 687.3 676.5
R2 681.0 681.0 675.8
R1 677.5 677.5 674.8 679.3
PP 671.5 671.5 671.5 672.3
S1 667.8 667.8 673.0 669.5
S2 661.8 661.8 672.0
S3 652.0 658.0 671.3
S4 642.3 648.5 668.5
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
5 675.5 650.6 24.9 3.7% 9.3 1.4% 94% False False 13,807
10 675.5 621.3 54.2 8.0% 9.0 1.3% 97% False False 8,050
20 675.5 594.3 81.2 12.0% 8.3 1.2% 98% False False 4,168
40 675.5 577.1 98.4 14.6% 9.0 1.4% 98% False False 2,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 716.3
2.618 700.5
1.618 690.8
1.000 684.8
0.618 681.0
HIGH 675.0
0.618 671.3
0.500 670.3
0.382 669.0
LOW 665.3
0.618 659.3
1.000 655.5
1.618 649.5
2.618 640.0
4.250 624.0
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 672.8 672.0
PP 671.5 670.0
S1 670.3 668.3

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

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