ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	628.8	620.8	-8.0	-1.3%	608.4
High	630.6	628.3	-2.3	-0.4%	629.5
Low	619.5	620.5	1.0	0.2%	607.7
Close	623.2	625.5	2.3	0.4%	627.5
Range	11.1	7.8	-3.3	-29.7%	21.8
ATR	9.0	8.9	-0.1	-0.9%	0.0
Volume	1,629	116	-1,513	-92.9%	276

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	648.3	644.8	629.8
R3	640.3	636.8	627.8
R2	632.5	632.5	627.0
R1	629.0	629.0	626.3	630.8
PP	624.8	624.8	624.8	625.8
S1	621.3	621.3	624.8	623.0
S2	617.0	617.0	624.0
S3	609.3	613.5	623.3
S4	601.3	605.8	621.3

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	630.8	619.4	11.4	1.8%	7.8	1.2%	54%	False	False	451
10	630.8	587.0	43.8	7.0%	8.3	1.3%	88%	False	False	297
20	630.8	577.1	53.7	8.6%	10.3	1.6%	90%	False	False	311

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	661.5
2.618	648.8
1.618	641.0
1.000	636.0
0.618	633.0
HIGH	628.3
0.618	625.3
0.500	624.5
0.382	623.5
LOW	620.5
0.618	615.8
1.000	612.8
1.618	608.0
2.618	600.0
4.250	587.3

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	625.3	625.5
PP	624.8	625.3
S1	624.5	625.3

Download as Excel Spreadsheet

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

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