ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	694.1	695.9	1.8	0.3%	677.8
High	698.2	698.3	0.1	0.0%	682.7
Low	694.1	691.0	-3.1	-0.4%	675.5
Close	696.4	695.0	-1.4	-0.2%	679.7
Range	4.1	7.3	3.2	78.0%	7.2
ATR
Volume	443	47	-396	-89.4%	81

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	716.8	713.3	699.0
R3	709.3	705.8	697.0
R2	702.0	702.0	696.3
R1	698.5	698.5	695.8	696.8
PP	694.8	694.8	694.8	693.8
S1	691.3	691.3	694.3	689.3
S2	687.5	687.5	693.8
S3	680.3	684.0	693.0
S4	672.8	676.8	691.0

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	698.3	677.0	21.3	3.1%	4.3	0.6%	85%	True	False	105
10	698.3	675.0	23.3	3.4%	5.5	0.8%	86%	True	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	729.3
2.618	717.5
1.618	710.0
1.000	705.5
0.618	702.8
HIGH	698.3
0.618	695.5
0.500	694.8
0.382	693.8
LOW	691.0
0.618	686.5
1.000	683.8
1.618	679.3
2.618	672.0
4.250	660.0

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	695.0	693.8
PP	694.8	692.5
S1	694.8	691.3

Download as Excel Spreadsheet

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

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