ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	671.7	677.4	5.7	0.8%	662.0
High	677.4	685.2	7.8	1.2%	677.7
Low	669.8	676.8	7.0	1.0%	660.8
Close	677.0	680.3	3.3	0.5%	674.5
Range	7.6	8.4	0.8	10.5%	16.9
ATR	8.9	8.9	0.0	-0.4%	0.0
Volume	151,420	169,302	17,882	11.8%	229,996

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	706.0	701.5	685.0
R3	697.5	693.3	682.5
R2	689.3	689.3	681.8
R1	684.8	684.8	681.0	687.0
PP	680.8	680.8	680.8	682.0
S1	676.3	676.3	679.5	678.5
S2	672.3	672.3	678.8
S3	664.0	668.0	678.0
S4	655.5	659.5	675.8

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	685.2	665.3	19.9	2.9%	8.5	1.3%	75%	True	False	134,793
10	685.2	644.9	40.3	5.9%	8.5	1.3%	88%	True	False	70,229
20	685.2	616.7	68.5	10.1%	8.5	1.3%	93%	True	False	35,730
40	685.2	577.1	108.1	15.9%	9.3	1.4%	95%	True	False	17,980

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	1.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	721.0
2.618	707.3
1.618	698.8
1.000	693.5
0.618	690.5
HIGH	685.3
0.618	682.0
0.500	681.0
0.382	680.0
LOW	676.8
0.618	671.5
1.000	668.5
1.618	663.3
2.618	654.8
4.250	641.0

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	681.0	678.8
PP	680.8	677.3
S1	680.5	675.8

Download as Excel Spreadsheet

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

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