ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	677.4	681.8	4.4	0.6%	662.0
High	685.2	684.3	-0.9	-0.1%	677.7
Low	676.8	677.8	1.0	0.1%	660.8
Close	680.3	678.4	-1.9	-0.3%	674.5
Range	8.4	6.5	-1.9	-22.6%	16.9
ATR	8.9	8.7	-0.2	-1.9%	0.0
Volume	169,302	154,501	-14,801	-8.7%	229,996

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	699.8	695.5	682.0
R3	693.3	689.0	680.3
R2	686.8	686.8	679.5
R1	682.5	682.5	679.0	681.3
PP	680.3	680.3	680.3	679.5
S1	676.0	676.0	677.8	674.8
S2	673.8	673.8	677.3
S3	667.3	669.5	676.5
S4	660.8	663.0	674.8

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	666.3	18.9	2.8%	8.0	1.2%	64%	False	False	157,238
10	685.2	650.6	34.6	5.1%	8.5	1.3%	80%	False	False	85,522
20	685.2	616.7	68.5	10.1%	8.5	1.3%	90%	False	False	43,453
40	685.2	577.1	108.1	15.9%	9.3	1.3%	94%	False	False	21,843

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	712.0
2.618	701.3
1.618	694.8
1.000	690.8
0.618	688.3
HIGH	684.3
0.618	681.8
0.500	681.0
0.382	680.3
LOW	677.8
0.618	673.8
1.000	671.3
1.618	667.3
2.618	660.8
4.250	650.3

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	681.0	678.0
PP	680.3	677.8
S1	679.3	677.5

Download as Excel Spreadsheet

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

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