ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	628.2	628.8	0.6	0.1%	608.4
High	630.8	630.6	-0.2	0.0%	629.5
Low	626.8	619.5	-7.3	-1.2%	607.7
Close	629.0	623.2	-5.8	-0.9%	627.5
Range	4.0	11.1	7.1	177.5%	21.8
ATR	8.8	9.0	0.2	1.8%	0.0
Volume	345	1,629	1,284	372.2%	276

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	657.8	651.5	629.3
R3	646.8	640.5	626.3
R2	635.5	635.5	625.3
R1	629.3	629.3	624.3	627.0
PP	624.5	624.5	624.5	623.3
S1	618.3	618.3	622.3	615.8
S2	613.3	613.3	621.3
S3	602.3	607.3	620.3
S4	591.3	596.0	617.0

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	687.0	679.0	639.5
R3	665.3	657.3	633.5
R2	643.3	643.3	631.5
R1	635.5	635.5	629.5	639.5
PP	621.5	621.5	621.5	623.5
S1	613.8	613.8	625.5	617.5
S2	599.8	599.8	623.5
S3	578.0	591.8	621.5
S4	556.3	570.0	615.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	630.8	616.5	14.3	2.3%	7.3	1.2%	47%	False	False	442
10	630.8	586.0	44.8	7.2%	8.3	1.3%	83%	False	False	429
20	630.8	577.1	53.7	8.6%	10.3	1.6%	86%	False	False	306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	677.8
2.618	659.8
1.618	648.5
1.000	641.8
0.618	637.5
HIGH	630.5
0.618	626.3
0.500	625.0
0.382	623.8
LOW	619.5
0.618	612.8
1.000	608.5
1.618	601.5
2.618	590.5
4.250	572.3

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	625.0	625.3
PP	624.5	624.5
S1	623.8	623.8

Download as Excel Spreadsheet

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

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