ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	18-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	636.0	636.0	0.0	0.0%	644.1
High	636.1	644.9	8.8	1.4%	645.9
Low	636.0	636.0	0.0	0.0%	629.1
Close	634.1	643.9	9.8	1.5%	634.1
Range	0.1	8.9	8.8	8,800.0%	16.8
ATR
Volume	33	5	-28	-84.8%	197

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	668.3	665.0	648.8
R3	659.5	656.0	646.3
R2	650.5	650.5	645.5
R1	647.3	647.3	644.8	648.8
PP	641.5	641.5	641.5	642.5
S1	638.3	638.3	643.0	640.0
S2	632.8	632.8	642.3
S3	623.8	629.5	641.5
S4	615.0	620.5	639.0

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	644.9	629.1	15.8	2.5%	6.0	1.0%	94%	True	False	13
10	645.9	628.0	17.9	2.8%	5.8	0.9%	89%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	682.8
2.618	668.3
1.618	659.3
1.000	653.8
0.618	650.5
HIGH	645.0
0.618	641.5
0.500	640.5
0.382	639.5
LOW	636.0
0.618	630.5
1.000	627.0
1.618	621.5
2.618	612.8
4.250	598.3

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	642.8	641.8
PP	641.5	639.5
S1	640.5	637.5

Download as Excel Spreadsheet

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

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