ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	687.0	681.5	-5.5	-0.8%	673.7
High	688.1	691.7	3.6	0.5%	685.2
Low	680.5	675.6	-4.9	-0.7%	666.3
Close	681.5	677.2	-4.3	-0.6%	670.5
Range	7.6	16.1	8.5	111.8%	18.9
ATR	9.6	10.1	0.5	4.8%	0.0
Volume	128,096	117,961	-10,135	-7.9%	770,444

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	729.8	719.5	686.0
R3	713.8	703.5	681.8
R2	697.5	697.5	680.3
R1	687.5	687.5	678.8	684.5
PP	681.5	681.5	681.5	680.0
S1	671.3	671.3	675.8	668.3
S2	665.5	665.5	674.3
S3	649.3	655.3	672.8
S4	633.3	639.0	668.3

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	691.7	664.1	27.6	4.1%	13.3	2.0%	47%	True	False	132,378
10	691.7	664.1	27.6	4.1%	10.5	1.6%	47%	True	False	144,808
20	691.7	621.3	70.4	10.4%	9.8	1.4%	79%	True	False	76,429
40	691.7	577.1	114.6	16.9%	9.8	1.5%	87%	True	False	38,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	760.0
2.618	733.8
1.618	717.8
1.000	707.8
0.618	701.8
HIGH	691.8
0.618	685.5
0.500	683.8
0.382	681.8
LOW	675.5
0.618	665.8
1.000	659.5
1.618	649.5
2.618	633.5
4.250	607.3

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	683.8	683.8
PP	681.5	681.5
S1	679.3	679.3

Download as Excel Spreadsheet

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

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