ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	650.6	662.0	11.4	1.8%	626.8
High	663.3	665.5	2.2	0.3%	663.3
Low	650.6	661.1	10.5	1.6%	626.8
Close	661.9	663.8	1.9	0.3%	661.9
Range	12.7	4.4	-8.3	-65.4%	36.5
ATR	9.2	8.9	-0.3	-3.7%	0.0
Volume	4,475	4,475	0	0.0%	14,997

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	676.8	674.8	666.3
R3	672.3	670.3	665.0
R2	667.8	667.8	664.5
R1	665.8	665.8	664.3	666.8
PP	663.5	663.5	663.5	664.0
S1	661.5	661.5	663.5	662.5
S2	659.0	659.0	663.0
S3	654.8	657.0	662.5
S4	650.3	652.8	661.5

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	760.3	747.5	682.0
R3	723.8	711.0	672.0
R2	687.3	687.3	668.5
R1	674.5	674.5	665.3	680.8
PP	650.8	650.8	650.8	653.8
S1	638.0	638.0	658.5	644.3
S2	614.3	614.3	655.3
S3	577.8	601.5	651.8
S4	541.3	565.0	641.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	665.5	637.2	28.3	4.3%	8.0	1.2%	94%	True	False	3,857
10	665.5	616.7	48.8	7.4%	8.8	1.3%	97%	True	False	2,232
20	665.5	583.9	81.6	12.3%	8.5	1.3%	98%	True	False	1,260
40	665.5	577.1	88.4	13.3%	8.8	1.3%	98%	True	False	690

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	1.0
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	684.3
2.618	677.0
1.618	672.5
1.000	670.0
0.618	668.3
HIGH	665.5
0.618	663.8
0.500	663.3
0.382	662.8
LOW	661.0
0.618	658.5
1.000	656.8
1.618	654.0
2.618	649.5
4.250	642.5

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	663.8	661.0
PP	663.5	658.0
S1	663.3	655.3

Download as Excel Spreadsheet

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

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