ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	672.8	674.4	1.6	0.2%	662.0
High	675.0	677.7	2.7	0.4%	677.7
Low	665.3	668.9	3.6	0.5%	660.8
Close	673.9	674.5	0.6	0.1%	674.5
Range	9.7	8.8	-0.9	-9.3%	16.9
ATR	9.1	9.1	0.0	-0.2%	0.0
Volume	42,274	165,435	123,161	291.3%	229,996

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	700.0	696.0	679.3
R3	691.3	687.3	677.0
R2	682.5	682.5	676.0
R1	678.5	678.5	675.3	680.5
PP	673.8	673.8	673.8	674.8
S1	669.8	669.8	673.8	671.8
S2	665.0	665.0	673.0
S3	656.0	661.0	672.0
S4	647.3	652.0	669.8

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	721.8	715.0	683.8
R3	704.8	698.0	679.3
R2	688.0	688.0	677.5
R1	681.3	681.3	676.0	684.5
PP	671.0	671.0	671.0	672.8
S1	664.3	664.3	673.0	667.8
S2	654.0	654.0	671.5
S3	637.3	647.5	669.8
S4	620.3	630.5	665.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	677.7	660.8	16.9	2.5%	8.5	1.3%	81%	True	False	45,999
10	677.7	626.8	50.9	7.5%	9.0	1.3%	94%	True	False	24,499
20	677.7	607.7	70.0	10.4%	8.0	1.2%	95%	True	False	12,423
40	677.7	577.1	100.6	14.9%	9.3	1.4%	97%	True	False	6,325

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	1.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	715.0
2.618	700.8
1.618	692.0
1.000	686.5
0.618	683.3
HIGH	677.8
0.618	674.3
0.500	673.3
0.382	672.3
LOW	669.0
0.618	663.5
1.000	660.0
1.618	654.8
2.618	645.8
4.250	631.5

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	674.0	673.5
PP	673.8	672.5
S1	673.3	671.5

Download as Excel Spreadsheet

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

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