ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	636.5	621.5	-15.0	-2.4%	636.0
High	638.0	621.5	-16.5	-2.6%	644.9
Low	622.9	621.5	-1.4	-0.2%	621.5
Close	623.0	613.8	-9.2	-1.5%	613.8
Range	15.1	0.0	-15.1	-100.0%	23.4
ATR	7.9	7.4	-0.5	-5.8%	0.0
Volume	8	196	188	2,350.0%	264

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	619.0	616.3	613.8
R3	619.0	616.3	613.8
R2	619.0	619.0	613.8
R1	616.3	616.3	613.8	617.8
PP	619.0	619.0	619.0	619.5
S1	616.3	616.3	613.8	617.8
S2	619.0	619.0	613.8
S3	619.0	616.3	613.8
S4	619.0	616.3	613.8

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	697.0	678.8	626.8
R3	673.5	655.3	620.3
R2	650.3	650.3	618.0
R1	632.0	632.0	616.0	629.3
PP	626.8	626.8	626.8	625.5
S1	608.5	608.5	611.8	606.0
S2	603.3	603.3	609.5
S3	580.0	585.3	607.3
S4	556.5	561.8	601.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	644.9	621.5	23.4	3.8%	6.3	1.0%	-33%	False	True	52
10	645.9	621.5	24.4	4.0%	6.3	1.0%	-32%	False	True	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.0
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	621.5
2.618	621.5
1.618	621.5
1.000	621.5
0.618	621.5
HIGH	621.5
0.618	621.5
0.500	621.5
0.382	621.5
LOW	621.5
0.618	621.5
1.000	621.5
1.618	621.5
2.618	621.5
4.250	621.5

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	621.5	629.8
PP	619.0	624.5
S1	616.3	619.0

Download as Excel Spreadsheet

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

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