ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	673.7	671.7	-2.0	-0.3%	662.0
High	674.5	677.4	2.9	0.4%	677.7
Low	666.3	669.8	3.5	0.5%	660.8
Close	671.8	677.0	5.2	0.8%	674.5
Range	8.2	7.6	-0.6	-7.3%	16.9
ATR	9.0	8.9	-0.1	-1.1%	0.0
Volume	145,535	151,420	5,885	4.0%	229,996

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	697.5	694.8	681.3
R3	690.0	687.3	679.0
R2	682.3	682.3	678.5
R1	679.8	679.8	677.8	681.0
PP	674.8	674.8	674.8	675.5
S1	672.0	672.0	676.3	673.5
S2	667.3	667.3	675.5
S3	659.5	664.5	675.0
S4	652.0	656.8	672.8

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	665.3	12.4	1.8%	8.8	1.3%	94%	False	False	103,744
10	677.7	644.3	33.4	4.9%	8.3	1.2%	98%	False	False	53,716
20	677.7	616.5	61.2	9.0%	8.5	1.2%	99%	False	False	27,269
40	677.7	577.1	100.6	14.9%	9.3	1.4%	99%	False	False	13,748

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	709.8
2.618	697.3
1.618	689.8
1.000	685.0
0.618	682.0
HIGH	677.5
0.618	674.5
0.500	673.5
0.382	672.8
LOW	669.8
0.618	665.0
1.000	662.3
1.618	657.5
2.618	650.0
4.250	637.5

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	675.8	675.3
PP	674.8	673.8
S1	673.5	672.0

Download as Excel Spreadsheet

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

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