ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	605.8	609.2	3.4	0.6%	619.4
High	611.1	612.3	1.2	0.2%	619.4
Low	603.6	602.3	-1.3	-0.2%	595.6
Close	609.7	609.3	-0.4	-0.1%	598.5
Range	7.5	10.0	2.5	33.3%	23.8
ATR	8.6	8.7	0.1	1.2%	0.0
Volume	20	159	139	695.0%	771

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	638.0	633.8	614.8
R3	628.0	623.8	612.0
R2	618.0	618.0	611.3
R1	613.8	613.8	610.3	615.8
PP	608.0	608.0	608.0	609.0
S1	603.8	603.8	608.5	605.8
S2	598.0	598.0	607.5
S3	588.0	593.8	606.5
S4	578.0	583.8	603.8

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%	11.8	1.9%	60%	False	False	153
10	638.0	595.6	42.4	7.0%	9.8	1.6%	32%	False	False	142
20	645.9	595.6	50.3	8.3%	7.8	1.3%	27%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	654.8
2.618	638.5
1.618	628.5
1.000	622.3
0.618	618.5
HIGH	612.3
0.618	608.5
0.500	607.3
0.382	606.0
LOW	602.3
0.618	596.0
1.000	592.3
1.618	586.0
2.618	576.0
4.250	559.8

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	608.8	607.8
PP	608.0	606.0
S1	607.3	604.3

Download as Excel Spreadsheet

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

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