ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	625.2	637.1	11.9	1.9%	631.7
High	638.8	640.2	1.4	0.2%	634.9
Low	625.2	633.1	7.9	1.3%	621.0
Close	637.3	636.0	-1.3	-0.2%	623.9
Range	13.6	7.1	-6.5	-47.8%	13.9
ATR	10.5	10.2	-0.2	-2.3%	0.0
Volume	51,907	100,998	49,091	94.6%	170,628

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	657.8	654.0	640.0
R3	650.8	646.8	638.0
R2	643.5	643.5	637.3
R1	639.8	639.8	636.8	638.0
PP	636.5	636.5	636.5	635.5
S1	632.8	632.8	635.3	631.0
S2	629.3	629.3	634.8
S3	622.3	625.5	634.0
S4	615.3	618.5	632.0

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	668.3	660.0	631.5
R3	654.5	646.0	627.8
R2	640.5	640.5	626.5
R1	632.3	632.3	625.3	629.5
PP	626.5	626.5	626.5	625.3
S1	618.3	618.3	622.8	615.5
S2	612.8	612.8	621.3
S3	598.8	604.5	620.0
S4	585.0	590.5	616.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	640.2	621.0	19.2	3.0%	9.3	1.5%	78%	True	False	60,199
10	640.2	607.7	32.5	5.1%	8.3	1.3%	87%	True	False	66,648
20	640.2	589.1	51.1	8.0%	9.5	1.5%	92%	True	False	78,263
40	640.2	557.0	83.2	13.1%	10.3	1.6%	95%	True	False	39,360
60	640.2	549.9	90.3	14.2%	11.5	1.8%	95%	True	False	26,292

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	670.5
2.618	658.8
1.618	651.8
1.000	647.3
0.618	644.5
HIGH	640.3
0.618	637.5
0.500	636.8
0.382	635.8
LOW	633.0
0.618	628.8
1.000	626.0
1.618	621.5
2.618	614.5
4.250	603.0

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	636.8	634.3
PP	636.5	632.5
S1	636.3	630.5

Download as Excel Spreadsheet

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

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