ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	680.8	687.0	6.2	0.9%	673.7
High	689.1	688.1	-1.0	-0.1%	685.2
Low	677.6	680.5	2.9	0.4%	666.3
Close	687.6	681.5	-6.1	-0.9%	670.5
Range	11.5	7.6	-3.9	-33.9%	18.9
ATR	9.8	9.6	-0.2	-1.6%	0.0
Volume	133,090	128,096	-4,994	-3.8%	770,444

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	706.3	701.5	685.8
R3	698.5	693.8	683.5
R2	691.0	691.0	683.0
R1	686.3	686.3	682.3	684.8
PP	683.3	683.3	683.3	682.8
S1	678.8	678.8	680.8	677.3
S2	675.8	675.8	680.0
S3	668.3	671.0	679.5
S4	660.5	663.5	677.3

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	689.1	664.1	25.0	3.7%	11.3	1.7%	70%	False	False	139,686
10	689.1	664.1	25.0	3.7%	10.0	1.5%	70%	False	False	137,239
20	689.1	616.7	72.4	10.6%	9.5	1.4%	90%	False	False	70,539
40	689.1	577.1	112.0	16.4%	9.8	1.4%	93%	False	False	35,425

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	2.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	720.5
2.618	708.0
1.618	700.5
1.000	695.8
0.618	692.8
HIGH	688.0
0.618	685.3
0.500	684.3
0.382	683.5
LOW	680.5
0.618	675.8
1.000	673.0
1.618	668.3
2.618	660.5
4.250	648.3

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	684.3	679.8
PP	683.3	678.3
S1	682.5	676.5

Download as Excel Spreadsheet

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

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