ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	684.3	694.1	9.8	1.4%	677.8
High	689.5	698.2	8.7	1.3%	682.7
Low	684.3	694.1	9.8	1.4%	675.5
Close	691.8	696.4	4.6	0.7%	679.7
Range	5.2	4.1	-1.1	-21.2%	7.2
ATR
Volume	0	443	443		81

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	708.5	706.5	698.8
R3	704.5	702.5	697.5
R2	700.3	700.3	697.3
R1	698.3	698.3	696.8	699.3
PP	696.3	696.3	696.3	696.8
S1	694.3	694.3	696.0	695.3
S2	692.3	692.3	695.8
S3	688.0	690.3	695.3
S4	684.0	686.0	694.3

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	701.0	697.5	683.8
R3	693.8	690.3	681.8
R2	686.5	686.5	681.0
R1	683.0	683.0	680.3	684.8
PP	679.3	679.3	679.3	680.3
S1	676.0	676.0	679.0	677.5
S2	672.0	672.0	678.5
S3	665.0	668.8	677.8
S4	657.8	661.5	675.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	698.2	675.8	22.4	3.2%	4.0	0.6%	92%	True	False	97
10	698.2	675.0	23.2	3.3%	5.5	0.8%	92%	True	False	152

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	715.5
2.618	709.0
1.618	704.8
1.000	702.3
0.618	700.8
HIGH	698.3
0.618	696.8
0.500	696.3
0.382	695.8
LOW	694.0
0.618	691.5
1.000	690.0
1.618	687.5
2.618	683.3
4.250	676.8

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	696.3	694.0
PP	696.3	691.8
S1	696.3	689.3

Download as Excel Spreadsheet

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

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