ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	666.6	672.8	6.2	0.9%	626.8
High	675.5	675.0	-0.5	-0.1%	663.3
Low	666.1	665.3	-0.8	-0.1%	626.8
Close	672.1	673.9	1.8	0.3%	661.9
Range	9.4	9.7	0.3	3.2%	36.5
ATR	9.0	9.1	0.0	0.5%	0.0
Volume	14,058	42,274	28,216	200.7%	14,997

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	700.5	697.0	679.3
R3	690.8	687.3	676.5
R2	681.0	681.0	675.8
R1	677.5	677.5	674.8	679.3
PP	671.5	671.5	671.5	672.3
S1	667.8	667.8	673.0	669.5
S2	661.8	661.8	672.0
S3	652.0	658.0	671.3
S4	642.3	648.5	668.5

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	675.5	650.6	24.9	3.7%	9.3	1.4%	94%	False	False	13,807
10	675.5	621.3	54.2	8.0%	9.0	1.3%	97%	False	False	8,050
20	675.5	594.3	81.2	12.0%	8.3	1.2%	98%	False	False	4,168
40	675.5	577.1	98.4	14.6%	9.0	1.4%	98%	False	False	2,190

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	0.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	716.3
2.618	700.5
1.618	690.8
1.000	684.8
0.618	681.0
HIGH	675.0
0.618	671.3
0.500	670.3
0.382	669.0
LOW	665.3
0.618	659.3
1.000	655.5
1.618	649.5
2.618	640.0
4.250	624.0

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	672.8	672.0
PP	671.5	670.0
S1	670.3	668.3

Download as Excel Spreadsheet

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

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