ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	636.0	633.0	-3.0	-0.5%	644.1
High	644.9	635.4	-9.5	-1.5%	645.9
Low	636.0	628.7	-7.3	-1.1%	629.1
Close	643.9	635.5	-8.4	-1.3%	634.1
Range	8.9	6.7	-2.2	-24.7%	16.8
ATR
Volume	5	22	17	340.0%	197

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	653.3	651.0	639.3
R3	646.5	644.5	637.3
R2	640.0	640.0	636.8
R1	637.8	637.8	636.0	638.8
PP	633.3	633.3	633.3	633.8
S1	631.0	631.0	635.0	632.0
S2	626.5	626.5	634.3
S3	619.8	624.3	633.8
S4	613.0	617.5	631.8

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	628.7	16.2	2.5%	5.3	0.8%	42%	False	True	17
10	645.9	628.0	17.9	2.8%	6.0	1.0%	42%	False	False	77

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	1.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	664.0
2.618	653.0
1.618	646.3
1.000	642.0
0.618	639.5
HIGH	635.5
0.618	632.8
0.500	632.0
0.382	631.3
LOW	628.8
0.618	624.5
1.000	622.0
1.618	617.8
2.618	611.3
4.250	600.3

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	634.3	636.8
PP	633.3	636.3
S1	632.0	636.0

Download as Excel Spreadsheet

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

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