ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	619.4	614.1	-5.3	-0.9%	636.0
High	619.4	615.5	-3.9	-0.6%	644.9
Low	612.7	607.9	-4.8	-0.8%	621.5
Close	613.4	608.4	-5.0	-0.8%	613.8
Range	6.7	7.6	0.9	13.4%	23.4
ATR	7.4	7.4	0.0	0.2%	0.0
Volume	204	232	28	13.7%	264

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	633.5	628.5	612.5
R3	625.8	621.0	610.5
R2	618.3	618.3	609.8
R1	613.3	613.3	609.0	612.0
PP	610.5	610.5	610.5	610.0
S1	605.8	605.8	607.8	604.3
S2	603.0	603.0	607.0
S3	595.5	598.0	606.3
S4	587.8	590.5	604.3

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	638.0	607.9	30.1	4.9%	7.3	1.2%	2%	False	True	132
10	644.9	607.9	37.0	6.1%	6.8	1.1%	1%	False	True	73

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	0.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	647.8
2.618	635.5
1.618	627.8
1.000	623.0
0.618	620.3
HIGH	615.5
0.618	612.5
0.500	611.8
0.382	610.8
LOW	608.0
0.618	603.3
1.000	600.3
1.618	595.5
2.618	588.0
4.250	575.5

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	611.8	614.8
PP	610.5	612.5
S1	609.5	610.5

Download as Excel Spreadsheet

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

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