ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	593.7	603.3	9.6	1.6%	586.7
High	602.7	608.0	5.3	0.9%	608.0
Low	587.0	594.3	7.3	1.2%	583.5
Close	601.4	608.9	7.5	1.2%	608.9
Range	15.7	13.7	-2.0	-12.7%	24.5
ATR	10.2	10.4	0.3	2.5%	0.0
Volume	271	335	64	23.6%	2,440

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	644.8	640.5	616.5
R3	631.3	626.8	612.8
R2	617.5	617.5	611.5
R1	613.3	613.3	610.3	615.3
PP	603.8	603.8	603.8	604.8
S1	599.5	599.5	607.8	601.5
S2	590.0	590.0	606.5
S3	576.3	585.8	605.3
S4	562.8	572.0	601.3

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	673.8	665.8	622.5
R3	649.3	641.3	615.8
R2	624.8	624.8	613.5
R1	616.8	616.8	611.3	620.8
PP	600.3	600.3	600.3	602.0
S1	592.3	592.3	606.8	596.3
S2	575.8	575.8	604.5
S3	551.3	567.8	602.3
S4	526.8	543.3	595.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	608.0	583.5	24.5	4.0%	10.8	1.8%	104%	True	False	488
10	612.3	577.1	35.2	5.8%	11.8	1.9%	90%	False	False	354
20	644.9	577.1	67.8	11.1%	10.3	1.7%	47%	False	False	228

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	2.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	666.3
2.618	643.8
1.618	630.3
1.000	621.8
0.618	616.5
HIGH	608.0
0.618	602.8
0.500	601.3
0.382	599.5
LOW	594.3
0.618	585.8
1.000	580.5
1.618	572.3
2.618	558.5
4.250	536.0

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	606.3	605.0
PP	603.8	601.0
S1	601.3	597.0

Download as Excel Spreadsheet

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

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