ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	639.6	644.0	4.4	0.7%	625.2
High	644.3	648.9	4.6	0.7%	644.3
Low	635.2	637.9	2.7	0.4%	625.2
Close	643.2	640.0	-3.2	-0.5%	643.2
Range	9.1	11.0	1.9	20.9%	19.1
ATR	10.0	10.0	0.1	0.7%	0.0
Volume	103,293	81,810	-21,483	-20.8%	428,960

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	675.3	668.8	646.0
R3	664.3	657.8	643.0
R2	653.3	653.3	642.0
R1	646.8	646.8	641.0	644.5
PP	642.3	642.3	642.3	641.3
S1	635.8	635.8	639.0	633.5
S2	631.3	631.3	638.0
S3	620.3	624.8	637.0
S4	609.3	613.8	634.0

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	648.9	629.7	19.2	3.0%	9.0	1.4%	54%	True	False	91,772
10	648.9	621.0	27.9	4.4%	9.0	1.4%	68%	True	False	68,139
20	648.9	590.5	58.4	9.1%	9.0	1.4%	85%	True	False	93,731
40	648.9	557.0	91.9	14.4%	10.5	1.6%	90%	True	False	48,301
60	648.9	549.9	99.0	15.5%	11.5	1.8%	91%	True	False	32,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	695.8
2.618	677.8
1.618	666.8
1.000	660.0
0.618	655.8
HIGH	649.0
0.618	644.8
0.500	643.5
0.382	642.0
LOW	638.0
0.618	631.0
1.000	627.0
1.618	620.0
2.618	609.0
4.250	591.3

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	643.5	639.8
PP	642.3	639.5
S1	641.3	639.3

Download as Excel Spreadsheet

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

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