ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 18-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	18-Jan-2010	Change	Change %	Previous Week
Open	637.7	636.0	-1.7	-0.3%	644.1
High	637.7	636.1	-1.6	-0.3%	645.9
Low	630.0	636.0	6.0	1.0%	629.1
Close	634.1	634.1	0.0	0.0%	634.1
Range	7.7	0.1	-7.6	-98.7%	16.8
ATR
Volume	15	33	18	120.0%	197

Daily Pivots for day following 18-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	635.8	635.0	634.3
R3	635.5	635.0	634.3
R2	635.5	635.5	634.0
R1	634.8	634.8	634.0	635.0
PP	635.5	635.5	635.5	635.5
S1	634.8	634.8	634.0	635.0
S2	635.3	635.3	634.0
S3	635.3	634.5	634.0
S4	635.0	634.5	634.0

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	686.8	677.3	643.3
R3	670.0	660.5	638.8
R2	653.3	653.3	637.3
R1	643.8	643.8	635.8	640.0
PP	636.3	636.3	636.3	634.5
S1	626.8	626.8	632.5	623.3
S2	619.5	619.5	631.0
S3	602.8	610.0	629.5
S4	586.0	593.3	624.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643.9	629.1	14.8	2.3%	4.8	0.8%	34%	False	False	26
10	645.9	628.0	17.9	2.8%	5.5	0.9%	34%	False	False	79

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	636.5
2.618	636.3
1.618	636.3
1.000	636.3
0.618	636.3
HIGH	636.0
0.618	636.0
0.500	636.0
0.382	636.0
LOW	636.0
0.618	636.0
1.000	636.0
1.618	635.8
2.618	635.8
4.250	635.5

Fisher Pivots for day following 18-Jan-2010
Pivot	1 day	3 day
R1	636.0	637.0
PP	635.5	636.0
S1	634.8	635.0

Download as Excel Spreadsheet

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

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