ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	585.7	591.8	6.1	1.0%	596.3
High	594.0	593.0	-1.0	-0.2%	612.3
Low	583.9	586.0	2.1	0.4%	577.1
Close	589.7	590.0	0.3	0.1%	587.5
Range	10.1	7.0	-3.1	-30.7%	35.2
ATR	9.9	9.7	-0.2	-2.1%	0.0
Volume	221	1,437	1,216	550.2%	1,101

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	610.8	607.3	593.8
R3	603.8	600.3	592.0
R2	596.8	596.8	591.3
R1	593.3	593.3	590.8	591.5
PP	589.8	589.8	589.8	588.8
S1	586.3	586.3	589.3	584.5
S2	582.8	582.8	588.8
S3	575.8	579.3	588.0
S4	568.8	572.3	586.3

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	698.0	678.0	606.8
R3	662.8	642.8	597.3
R2	627.5	627.5	594.0
R1	607.5	607.5	590.8	600.0
PP	592.3	592.3	592.3	588.5
S1	572.3	572.3	584.3	564.8
S2	557.0	557.0	581.0
S3	522.0	537.0	577.8
S4	486.8	502.0	568.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	607.6	577.1	30.5	5.2%	12.3	2.1%	42%	False	False	496
10	618.6	577.1	41.5	7.0%	12.0	2.0%	31%	False	False	324
20	644.9	577.1	67.8	11.5%	9.3	1.6%	19%	False	False	199

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	622.8
2.618	611.3
1.618	604.3
1.000	600.0
0.618	597.3
HIGH	593.0
0.618	590.3
0.500	589.5
0.382	588.8
LOW	586.0
0.618	581.8
1.000	579.0
1.618	574.8
2.618	567.8
4.250	556.3

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	589.8	589.5
PP	589.8	589.3
S1	589.5	588.8

Download as Excel Spreadsheet

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

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