ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	591.8	593.7	1.9	0.3%	596.3
High	593.0	602.7	9.7	1.6%	612.3
Low	586.0	587.0	1.0	0.2%	577.1
Close	590.0	601.4	11.4	1.9%	587.5
Range	7.0	15.7	8.7	124.3%	35.2
ATR	9.7	10.2	0.4	4.4%	0.0
Volume	1,437	271	-1,166	-81.1%	1,101

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	644.3	638.5	610.0
R3	628.5	622.8	605.8
R2	612.8	612.8	604.3
R1	607.0	607.0	602.8	610.0
PP	597.0	597.0	597.0	598.5
S1	591.3	591.3	600.0	594.3
S2	581.3	581.3	598.5
S3	565.8	575.8	597.0
S4	550.0	560.0	592.8

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	698.0	678.0	606.8
R3	662.8	642.8	597.3
R2	627.5	627.5	594.0
R1	607.5	607.5	590.8	600.0
PP	592.3	592.3	592.3	588.5
S1	572.3	572.3	584.3	564.8
S2	557.0	557.0	581.0
S3	522.0	537.0	577.8
S4	486.8	502.0	568.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	602.7	577.1	25.6	4.3%	10.3	1.7%	95%	True	False	442
10	612.3	577.1	35.2	5.9%	12.0	2.0%	69%	False	False	329
20	644.9	577.1	67.8	11.3%	9.8	1.6%	36%	False	False	212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	669.5
2.618	643.8
1.618	628.0
1.000	618.5
0.618	612.5
HIGH	602.8
0.618	596.8
0.500	594.8
0.382	593.0
LOW	587.0
0.618	577.3
1.000	571.3
1.618	561.5
2.618	546.0
4.250	520.3

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	599.3	598.8
PP	597.0	596.0
S1	594.8	593.3

Download as Excel Spreadsheet

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

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