ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	614.1	608.1	-6.0	-1.0%	636.0
High	615.5	612.7	-2.8	-0.5%	644.9
Low	607.9	604.9	-3.0	-0.5%	621.5
Close	608.4	614.5	6.1	1.0%	613.8
Range	7.6	7.8	0.2	2.6%	23.4
ATR	7.4	7.4	0.0	0.4%	0.0
Volume	232	22	-210	-90.5%	264

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	634.0	632.0	618.8
R3	626.3	624.3	616.8
R2	618.5	618.5	616.0
R1	616.5	616.5	615.3	617.5
PP	610.8	610.8	610.8	611.3
S1	608.8	608.8	613.8	609.8
S2	603.0	603.0	613.0
S3	595.0	601.0	612.3
S4	587.3	593.0	610.3

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	604.9	33.1	5.4%	7.5	1.2%	29%	False	True	132
10	644.9	604.9	40.0	6.5%	6.5	1.0%	24%	False	True	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	645.8
2.618	633.0
1.618	625.3
1.000	620.5
0.618	617.5
HIGH	612.8
0.618	609.8
0.500	608.8
0.382	608.0
LOW	605.0
0.618	600.0
1.000	597.0
1.618	592.3
2.618	584.5
4.250	571.8

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	612.5	613.8
PP	610.8	613.0
S1	608.8	612.3

Download as Excel Spreadsheet

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

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