ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	677.8	667.9	-9.9	-1.5%	673.7
High	681.6	681.6	0.0	0.0%	685.2
Low	667.9	664.1	-3.8	-0.6%	666.3
Close	670.5	680.0	9.5	1.4%	670.5
Range	13.7	17.5	3.8	27.7%	18.9
ATR	9.1	9.7	0.6	6.7%	0.0
Volume	149,686	133,058	-16,628	-11.1%	770,444

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	727.8	721.3	689.5
R3	710.3	703.8	684.8
R2	692.8	692.8	683.3
R1	686.3	686.3	681.5	689.5
PP	675.3	675.3	675.3	676.8
S1	668.8	668.8	678.5	672.0
S2	657.8	657.8	676.8
S3	640.3	651.3	675.3
S4	622.8	633.8	670.5

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	730.8	719.5	681.0
R3	711.8	700.5	675.8
R2	693.0	693.0	674.0
R1	681.8	681.8	672.3	677.8
PP	674.0	674.0	674.0	672.0
S1	662.8	662.8	668.8	659.0
S2	655.0	655.0	667.0
S3	636.3	644.0	665.3
S4	617.3	625.0	660.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	685.2	664.1	21.1	3.1%	10.8	1.6%	75%	False	True	151,593
10	685.2	660.8	24.4	3.6%	10.0	1.5%	79%	False	False	112,902
20	685.2	616.7	68.5	10.1%	9.5	1.4%	92%	False	False	57,567
40	685.2	577.1	108.1	15.9%	9.8	1.4%	95%	False	False	28,901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	756.0
2.618	727.5
1.618	710.0
1.000	699.0
0.618	692.5
HIGH	681.5
0.618	675.0
0.500	672.8
0.382	670.8
LOW	664.0
0.618	653.3
1.000	646.5
1.618	635.8
2.618	618.3
4.250	589.8

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	677.5	678.0
PP	675.3	676.3
S1	672.8	674.3

Download as Excel Spreadsheet

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

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