ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	621.5	619.4	-2.1	-0.3%	636.0
High	621.5	619.4	-2.1	-0.3%	644.9
Low	621.5	612.7	-8.8	-1.4%	621.5
Close	613.8	613.4	-0.4	-0.1%	613.8
Range	0.0	6.7	6.7		23.4
ATR	7.4	7.4	-0.1	-0.7%	0.0
Volume	196	204	8	4.1%	264

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	635.3	631.0	617.0
R3	628.5	624.3	615.3
R2	621.8	621.8	614.8
R1	617.8	617.8	614.0	616.5
PP	615.3	615.3	615.3	614.5
S1	611.0	611.0	612.8	609.8
S2	608.5	608.5	612.3
S3	601.8	604.3	611.5
S4	595.0	597.5	609.8

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	612.7	32.2	5.2%	7.5	1.2%	2%	False	True	87
10	644.9	612.7	32.2	5.2%	6.3	1.0%	2%	False	True	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	648.0
2.618	637.0
1.618	630.3
1.000	626.0
0.618	623.5
HIGH	619.5
0.618	616.8
0.500	616.0
0.382	615.3
LOW	612.8
0.618	608.5
1.000	606.0
1.618	601.8
2.618	595.3
4.250	584.3

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	616.0	625.3
PP	615.3	621.3
S1	614.3	617.5

Download as Excel Spreadsheet

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

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