ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	609.9	617.5	7.6	1.2%	586.7
High	616.8	622.1	5.3	0.9%	608.0
Low	607.8	616.5	8.7	1.4%	583.5
Close	616.1	622.1	6.0	1.0%	608.9
Range	9.0	5.6	-3.4	-37.8%	24.5
ATR	9.7	9.4	-0.3	-2.7%	0.0
Volume	6	74	68	1,133.3%	2,440

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	637.0	635.3	625.3
R3	631.5	629.5	623.8
R2	625.8	625.8	623.3
R1	624.0	624.0	622.5	625.0
PP	620.3	620.3	620.3	620.8
S1	618.3	618.3	621.5	619.3
S2	614.8	614.8	621.0
S3	609.0	612.8	620.5
S4	603.5	607.3	619.0

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	622.1	587.0	35.1	5.6%	9.0	1.5%	100%	True	False	143
10	622.1	577.1	45.0	7.2%	10.8	1.7%	100%	True	False	320
20	638.0	577.1	60.9	9.8%	10.3	1.6%	74%	False	False	231

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	2.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	646.0
2.618	636.8
1.618	631.3
1.000	627.8
0.618	625.5
HIGH	622.0
0.618	620.0
0.500	619.3
0.382	618.8
LOW	616.5
0.618	613.0
1.000	611.0
1.618	607.5
2.618	601.8
4.250	592.8

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	621.3	619.8
PP	620.3	617.3
S1	619.3	615.0

Download as Excel Spreadsheet

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

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