ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	15-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	608.4	609.9	1.5	0.2%	586.7
High	608.9	616.8	7.9	1.3%	608.0
Low	607.7	607.8	0.1	0.0%	583.5
Close	608.9	616.1	7.2	1.2%	608.9
Range	1.2	9.0	7.8	650.0%	24.5
ATR	9.7	9.7	-0.1	-0.5%	0.0
Volume	31	6	-25	-80.6%	2,440

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	640.5	637.3	621.0
R3	631.5	628.3	618.5
R2	622.5	622.5	617.8
R1	619.3	619.3	617.0	621.0
PP	613.5	613.5	613.5	614.5
S1	610.3	610.3	615.3	612.0
S2	604.5	604.5	614.5
S3	595.5	601.3	613.5
S4	586.5	592.3	611.3

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	616.8	586.0	30.8	5.0%	9.3	1.5%	98%	True	False	416
10	616.8	577.1	39.7	6.4%	11.0	1.8%	98%	True	False	328
20	638.0	577.1	60.9	9.9%	10.3	1.7%	64%	False	False	228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	655.0
2.618	640.3
1.618	631.3
1.000	625.8
0.618	622.3
HIGH	616.8
0.618	613.3
0.500	612.3
0.382	611.3
LOW	607.8
0.618	602.3
1.000	598.8
1.618	593.3
2.618	584.3
4.250	569.5

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	614.8	612.5
PP	613.5	609.0
S1	612.3	605.5

Download as Excel Spreadsheet

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

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