ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	717.2	718.0	0.8	0.1%	699.0
High	721.2	720.0	-1.2	-0.2%	721.2
Low	715.5	706.2	-9.3	-1.3%	696.8
Close	720.5	711.4	-9.1	-1.3%	711.4
Range	5.7	13.8	8.1	142.1%	24.4
ATR	6.9	7.4	0.5	7.6%	0.0
Volume	140	106	-34	-24.3%	827

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	754.0	746.5	719.0
R3	740.3	732.8	715.3
R2	726.3	726.3	714.0
R1	718.8	718.8	712.8	715.8
PP	712.5	712.5	712.5	711.0
S1	705.0	705.0	710.3	702.0
S2	698.8	698.8	708.8
S3	685.0	691.3	707.5
S4	671.3	677.5	703.8

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	783.0	771.5	724.8
R3	758.5	747.3	718.0
R2	734.3	734.3	715.8
R1	722.8	722.8	713.8	728.5
PP	709.8	709.8	709.8	712.8
S1	698.5	698.5	709.3	704.0
S2	685.5	685.5	707.0
S3	661.0	674.0	704.8
S4	636.5	649.5	698.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	721.2	696.8	24.4	3.4%	8.3	1.2%	60%	False	False	165
10	721.2	684.3	36.9	5.2%	7.3	1.0%	73%	False	False	195

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	1.5
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	778.8
2.618	756.3
1.618	742.3
1.000	733.8
0.618	728.5
HIGH	720.0
0.618	714.8
0.500	713.0
0.382	711.5
LOW	706.3
0.618	697.8
1.000	692.5
1.618	683.8
2.618	670.0
4.250	647.5

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	713.0	713.8
PP	712.5	713.0
S1	712.0	712.3

Download as Excel Spreadsheet

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

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