ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	609.2	607.6	-1.6	-0.3%	619.4
High	612.3	607.6	-4.7	-0.8%	619.4
Low	602.3	582.0	-20.3	-3.4%	595.6
Close	609.3	588.2	-21.1	-3.5%	598.5
Range	10.0	25.6	15.6	156.0%	23.8
ATR	8.7	10.0	1.3	15.3%	0.0
Volume	159	541	382	240.3%	771

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	669.5	654.5	602.3
R3	643.8	628.8	595.3
R2	618.3	618.3	593.0
R1	603.3	603.3	590.5	598.0
PP	592.5	592.5	592.5	590.0
S1	577.5	577.5	585.8	572.3
S2	567.0	567.0	583.5
S3	541.5	552.0	581.3
S4	515.8	526.5	574.0

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	612.3	582.0	30.3	5.2%	13.8	2.3%	20%	False	True	216
10	621.5	582.0	39.5	6.7%	10.8	1.8%	16%	False	True	196
20	645.9	582.0	63.9	10.9%	8.8	1.5%	10%	False	True	114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.4
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	716.5
2.618	674.5
1.618	649.0
1.000	633.3
0.618	623.5
HIGH	607.5
0.618	597.8
0.500	594.8
0.382	591.8
LOW	582.0
0.618	566.3
1.000	556.5
1.618	540.5
2.618	515.0
4.250	473.3

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	594.8	597.3
PP	592.5	594.3
S1	590.5	591.3

Download as Excel Spreadsheet

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

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