ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	621.3	621.0	-0.3	0.0%	608.4
High	626.2	629.5	3.3	0.5%	629.5
Low	619.4	621.0	1.6	0.3%	607.7
Close	625.6	627.5	1.9	0.3%	627.5
Range	6.8	8.5	1.7	25.0%	21.8
ATR	9.2	9.2	-0.1	-0.6%	0.0
Volume	41	124	83	202.4%	276

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	651.5	648.0	632.3
R3	643.0	639.5	629.8
R2	634.5	634.5	629.0
R1	631.0	631.0	628.3	632.8
PP	626.0	626.0	626.0	627.0
S1	622.5	622.5	626.8	624.3
S2	617.5	617.5	626.0
S3	609.0	614.0	625.3
S4	600.5	605.5	622.8

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	687.0	679.0	639.5
R3	665.3	657.3	633.5
R2	643.3	643.3	631.5
R1	635.5	635.5	629.5	639.5
PP	621.5	621.5	621.5	623.5
S1	613.8	613.8	625.5	617.5
S2	599.8	599.8	623.5
S3	578.0	591.8	621.5
S4	556.3	570.0	615.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	629.5	607.7	21.8	3.5%	6.3	1.0%	91%	True	False	55
10	629.5	583.5	46.0	7.3%	8.5	1.4%	96%	True	False	271
20	629.5	577.1	52.4	8.4%	10.3	1.6%	96%	True	False	229

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	2.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	665.5
2.618	651.8
1.618	643.3
1.000	638.0
0.618	634.8
HIGH	629.5
0.618	626.3
0.500	625.3
0.382	624.3
LOW	621.0
0.618	615.8
1.000	612.5
1.618	607.3
2.618	598.8
4.250	585.0

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	626.8	626.0
PP	626.0	624.5
S1	625.3	623.0

Download as Excel Spreadsheet

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

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