ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	618.4	599.2	-19.2	-3.1%	619.4
High	618.6	612.0	-6.6	-1.1%	619.4
Low	602.0	595.6	-6.4	-1.1%	595.6
Close	603.0	598.5	-4.5	-0.7%	598.5
Range	16.6	16.4	-0.2	-1.2%	23.8
ATR	8.1	8.7	0.6	7.4%	0.0
Volume	223	90	-133	-59.6%	771

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	651.3	641.3	607.5
R3	634.8	624.8	603.0
R2	618.5	618.5	601.5
R1	608.5	608.5	600.0	605.3
PP	602.0	602.0	602.0	600.5
S1	592.0	592.0	597.0	588.8
S2	585.8	585.8	595.5
S3	569.3	575.8	594.0
S4	552.8	559.3	589.5

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	676.0	661.0	611.5
R3	652.0	637.3	605.0
R2	628.3	628.3	602.8
R1	613.5	613.5	600.8	609.0
PP	604.5	604.5	604.5	602.3
S1	589.5	589.5	596.3	585.3
S2	580.8	580.8	594.3
S3	557.0	565.8	592.0
S4	533.0	542.0	585.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	619.4	595.6	23.8	4.0%	11.0	1.8%	12%	False	True	154
10	644.9	595.6	49.3	8.2%	8.5	1.4%	6%	False	True	103

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	681.8
2.618	655.0
1.618	638.5
1.000	628.5
0.618	622.3
HIGH	612.0
0.618	605.8
0.500	603.8
0.382	601.8
LOW	595.5
0.618	585.5
1.000	579.3
1.618	569.0
2.618	552.8
4.250	526.0

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	603.8	607.0
PP	602.0	604.3
S1	600.3	601.3

Download as Excel Spreadsheet

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

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