ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 15-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	15-Feb-2010	Change	Change %	Previous Week
Open	603.3	608.4	5.1	0.8%	586.7
High	608.0	608.9	0.9	0.1%	608.0
Low	594.3	607.7	13.4	2.3%	583.5
Close	608.9	608.9	0.0	0.0%	608.9
Range	13.7	1.2	-12.5	-91.2%	24.5
ATR	10.4	9.7	-0.7	-6.3%	0.0
Volume	335	31	-304	-90.7%	2,440

Daily Pivots for day following 15-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	612.0	611.8	609.5
R3	611.0	610.5	609.3
R2	609.8	609.8	609.0
R1	609.3	609.3	609.0	609.5
PP	608.5	608.5	608.5	608.5
S1	608.0	608.0	608.8	608.3
S2	607.3	607.3	608.8
S3	606.0	607.0	608.5
S4	605.0	605.8	608.3

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	608.9	583.9	25.0	4.1%	9.5	1.6%	100%	True	False	459
10	612.3	577.1	35.2	5.8%	11.0	1.8%	90%	False	False	329
20	644.9	577.1	67.8	11.1%	10.3	1.7%	47%	False	False	228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.5
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	614.0
2.618	612.0
1.618	610.8
1.000	610.0
0.618	609.8
HIGH	609.0
0.618	608.5
0.500	608.3
0.382	608.3
LOW	607.8
0.618	607.0
1.000	606.5
1.618	605.8
2.618	604.5
4.250	602.5

Fisher Pivots for day following 15-Feb-2010
Pivot	1 day	3 day
R1	608.8	605.3
PP	608.5	601.5
S1	608.3	598.0

Download as Excel Spreadsheet

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

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