ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	599.2	596.3	-2.9	-0.5%	619.4
High	612.0	605.0	-7.0	-1.1%	619.4
Low	595.6	596.3	0.7	0.1%	595.6
Close	598.5	604.1	5.6	0.9%	598.5
Range	16.4	8.7	-7.7	-47.0%	23.8
ATR	8.7	8.7	0.0	0.0%	0.0
Volume	90	273	183	203.3%	771

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	628.0	624.8	609.0
R3	619.3	616.0	606.5
R2	610.5	610.5	605.8
R1	607.3	607.3	605.0	609.0
PP	601.8	601.8	601.8	602.5
S1	598.5	598.5	603.3	600.3
S2	593.0	593.0	602.5
S3	584.5	590.0	601.8
S4	575.8	581.3	599.3

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	618.6	595.6	23.0	3.8%	11.5	1.9%	37%	False	False	168
10	644.9	595.6	49.3	8.2%	9.5	1.6%	17%	False	False	127
20	645.9	595.6	50.3	8.3%	7.5	1.2%	17%	False	False	103

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	642.0
2.618	627.8
1.618	619.0
1.000	613.8
0.618	610.5
HIGH	605.0
0.618	601.8
0.500	600.8
0.382	599.5
LOW	596.3
0.618	591.0
1.000	587.5
1.618	582.3
2.618	573.5
4.250	559.3

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	603.0	607.0
PP	601.8	606.0
S1	600.8	605.0

Download as Excel Spreadsheet

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

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