ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	636.7	639.6	2.9	0.5%	625.2
High	640.6	644.3	3.7	0.6%	644.3
Low	629.7	635.2	5.5	0.9%	625.2
Close	639.1	643.2	4.1	0.6%	643.2
Range	10.9	9.1	-1.8	-16.5%	19.1
ATR	10.0	10.0	-0.1	-0.7%	0.0
Volume	86,376	103,293	16,917	19.6%	428,960

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	668.3	664.8	648.3
R3	659.0	655.8	645.8
R2	650.0	650.0	644.8
R1	646.5	646.5	644.0	648.3
PP	641.0	641.0	641.0	641.8
S1	637.5	637.5	642.3	639.3
S2	631.8	631.8	641.5
S3	622.8	628.5	640.8
S4	613.5	619.3	638.3

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	694.8	688.3	653.8
R3	675.8	669.0	648.5
R2	656.8	656.8	646.8
R1	650.0	650.0	645.0	653.3
PP	637.5	637.5	637.5	639.3
S1	630.8	630.8	641.5	634.3
S2	618.5	618.5	639.8
S3	599.3	611.8	638.0
S4	580.3	592.8	632.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	644.3	625.2	19.1	3.0%	9.5	1.5%	94%	True	False	85,792
10	644.3	621.0	23.3	3.6%	8.3	1.3%	95%	True	False	67,571
20	644.3	589.4	54.9	8.5%	9.0	1.4%	98%	True	False	91,421
40	644.3	557.0	87.3	13.6%	10.5	1.6%	99%	True	False	46,257
60	644.3	549.9	94.4	14.7%	11.5	1.8%	99%	True	False	30,891

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	683.0
2.618	668.0
1.618	659.0
1.000	653.5
0.618	650.0
HIGH	644.3
0.618	640.8
0.500	639.8
0.382	638.8
LOW	635.3
0.618	629.5
1.000	626.0
1.618	620.5
2.618	611.5
4.250	596.5

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	642.0	641.3
PP	641.0	639.0
S1	639.8	637.0

Download as Excel Spreadsheet

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

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