ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	662.0	662.9	0.9	0.1%	626.8
High	665.5	671.3	5.8	0.9%	663.3
Low	661.1	660.8	-0.3	0.0%	626.8
Close	663.8	666.5	2.7	0.4%	661.9
Range	4.4	10.5	6.1	138.6%	36.5
ATR	8.9	9.0	0.1	1.3%	0.0
Volume	4,475	3,754	-721	-16.1%	14,997

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	697.8	692.5	672.3
R3	687.3	682.0	669.5
R2	676.8	676.8	668.5
R1	671.5	671.5	667.5	674.3
PP	666.3	666.3	666.3	667.5
S1	661.0	661.0	665.5	663.8
S2	655.8	655.8	664.5
S3	645.3	650.5	663.5
S4	634.8	640.0	660.8

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	671.3	644.3	27.0	4.1%	8.0	1.2%	82%	True	False	3,687
10	671.3	616.7	54.6	8.2%	8.8	1.3%	91%	True	False	2,444
20	671.3	586.0	85.3	12.8%	8.5	1.3%	94%	True	False	1,436
40	671.3	577.1	94.2	14.1%	9.0	1.3%	95%	True	False	782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	716.0
2.618	698.8
1.618	688.3
1.000	681.8
0.618	677.8
HIGH	671.3
0.618	667.3
0.500	666.0
0.382	664.8
LOW	660.8
0.618	654.3
1.000	650.3
1.618	643.8
2.618	633.3
4.250	616.3

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	666.3	664.8
PP	666.3	662.8
S1	666.0	661.0

Download as Excel Spreadsheet

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

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