ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	633.0	636.5	3.5	0.6%	644.1
High	635.4	638.0	2.6	0.4%	645.9
Low	628.7	622.9	-5.8	-0.9%	629.1
Close	635.5	623.0	-12.5	-2.0%	634.1
Range	6.7	15.1	8.4	125.4%	16.8
ATR	0.0	7.9	7.9		0.0
Volume	22	8	-14	-63.6%	197

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	673.3	663.3	631.3
R3	658.3	648.3	627.3
R2	643.0	643.0	625.8
R1	633.0	633.0	624.5	630.5
PP	628.0	628.0	628.0	626.8
S1	618.0	618.0	621.5	615.5
S2	612.8	612.8	620.3
S3	597.8	602.8	618.8
S4	582.8	587.8	614.8

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	622.9	22.0	3.5%	7.8	1.2%	0%	False	True	16
10	645.9	622.9	23.0	3.7%	6.8	1.1%	0%	False	True	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	702.3
2.618	677.5
1.618	662.5
1.000	653.0
0.618	647.3
HIGH	638.0
0.618	632.3
0.500	630.5
0.382	628.8
LOW	623.0
0.618	613.5
1.000	607.8
1.618	598.5
2.618	583.3
4.250	558.8

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	630.5	634.0
PP	628.0	630.3
S1	625.5	626.8

Download as Excel Spreadsheet

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

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