ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	681.8	677.8	-4.0	-0.6%	673.7
High	684.3	681.6	-2.7	-0.4%	685.2
Low	677.8	667.9	-9.9	-1.5%	666.3
Close	678.4	670.5	-7.9	-1.2%	670.5
Range	6.5	13.7	7.2	110.8%	18.9
ATR	8.7	9.1	0.4	4.1%	0.0
Volume	154,501	149,686	-4,815	-3.1%	770,444

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	714.5	706.3	678.0
R3	700.8	692.5	674.3
R2	687.0	687.0	673.0
R1	678.8	678.8	671.8	676.0
PP	673.3	673.3	673.3	672.0
S1	665.0	665.0	669.3	662.3
S2	659.8	659.8	668.0
S3	646.0	651.3	666.8
S4	632.3	637.8	663.0

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	730.8	719.5	681.0
R3	711.8	700.5	675.8
R2	693.0	693.0	674.0
R1	681.8	681.8	672.3	677.8
PP	674.0	674.0	674.0	672.0
S1	662.8	662.8	668.8	659.0
S2	655.0	655.0	667.0
S3	636.3	644.0	665.3
S4	617.3	625.0	660.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	685.2	666.3	18.9	2.8%	9.0	1.3%	22%	False	False	154,088
10	685.2	660.8	24.4	3.6%	8.8	1.3%	40%	False	False	100,044
20	685.2	616.7	68.5	10.2%	8.8	1.3%	79%	False	False	50,931
40	685.2	577.1	108.1	16.1%	9.5	1.4%	86%	False	False	25,580

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	739.8
2.618	717.5
1.618	703.8
1.000	695.3
0.618	690.0
HIGH	681.5
0.618	676.3
0.500	674.8
0.382	673.3
LOW	668.0
0.618	659.5
1.000	654.3
1.618	645.8
2.618	632.0
4.250	609.8

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	674.8	676.5
PP	673.3	674.5
S1	672.0	672.5

Download as Excel Spreadsheet

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

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