ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	608.1	618.4	10.3	1.7%	636.0
High	612.7	618.6	5.9	1.0%	644.9
Low	604.9	602.0	-2.9	-0.5%	621.5
Close	614.5	603.0	-11.5	-1.9%	613.8
Range	7.8	16.6	8.8	112.8%	23.4
ATR	7.4	8.1	0.7	8.9%	0.0
Volume	22	223	201	913.6%	264

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	657.8	647.0	612.3
R3	641.0	630.3	607.5
R2	624.5	624.5	606.0
R1	613.8	613.8	604.5	610.8
PP	607.8	607.8	607.8	606.5
S1	597.3	597.3	601.5	594.3
S2	591.3	591.3	600.0
S3	574.8	580.5	598.5
S4	558.0	564.0	593.8

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	621.5	602.0	19.5	3.2%	7.8	1.3%	5%	False	True	175
10	644.9	602.0	42.9	7.1%	7.8	1.3%	2%	False	True	96

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	0.9
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	689.3
2.618	662.0
1.618	645.5
1.000	635.3
0.618	628.8
HIGH	618.5
0.618	612.3
0.500	610.3
0.382	608.3
LOW	602.0
0.618	591.8
1.000	585.5
1.618	575.3
2.618	558.5
4.250	531.5

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	610.3	610.3
PP	607.8	607.8
S1	605.5	605.5

Download as Excel Spreadsheet

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

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