ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	693.5	699.0	5.5	0.8%	684.3
High	697.7	702.4	4.7	0.7%	698.3
Low	691.1	698.8	7.7	1.1%	684.3
Close	698.9	699.7	0.8	0.1%	698.9
Range	6.6	3.6	-3.0	-45.5%	14.0
ATR	6.5	6.3	-0.2	-3.2%	0.0
Volume	544	0	-544	-100.0%	1,123

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	711.0	709.0	701.8
R3	707.5	705.5	700.8
R2	704.0	704.0	700.3
R1	701.8	701.8	700.0	702.8
PP	700.3	700.3	700.3	700.8
S1	698.3	698.3	699.3	699.3
S2	696.8	696.8	699.0
S3	693.0	694.5	698.8
S4	689.5	691.0	697.8

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	735.8	731.3	706.5
R3	721.8	717.3	702.8
R2	707.8	707.8	701.5
R1	703.3	703.3	700.3	705.5
PP	693.8	693.8	693.8	695.0
S1	689.3	689.3	697.5	691.5
S2	679.8	679.8	696.3
S3	665.8	675.3	695.0
S4	651.8	661.3	691.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	702.4	688.5	13.9	2.0%	6.0	0.9%	81%	True	False	224
10	702.4	675.8	26.6	3.8%	5.3	0.8%	90%	True	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	717.8
2.618	711.8
1.618	708.3
1.000	706.0
0.618	704.5
HIGH	702.5
0.618	701.0
0.500	700.5
0.382	700.3
LOW	698.8
0.618	696.5
1.000	695.3
1.618	693.0
2.618	689.5
4.250	683.5

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	700.5	698.3
PP	700.3	696.8
S1	700.0	695.5

Download as Excel Spreadsheet

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

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