ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	699.0	700.2	1.2	0.2%	684.3
High	702.4	702.9	0.5	0.1%	698.3
Low	698.8	696.8	-2.0	-0.3%	684.3
Close	699.7	702.3	2.6	0.4%	698.9
Range	3.6	6.1	2.5	69.4%	14.0
ATR	6.3	6.3	0.0	-0.2%	0.0
Volume	0	479	479		1,123

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	719.0	716.8	705.8
R3	712.8	710.8	704.0
R2	706.8	706.8	703.5
R1	704.5	704.5	702.8	705.8
PP	700.8	700.8	700.8	701.3
S1	698.5	698.5	701.8	699.5
S2	694.5	694.5	701.3
S3	688.5	692.3	700.5
S4	682.3	686.3	699.0

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	702.9	688.5	14.4	2.1%	6.5	0.9%	96%	True	False	231
10	702.9	675.8	27.1	3.9%	5.3	0.8%	98%	True	False	164

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	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	728.8
2.618	718.8
1.618	712.8
1.000	709.0
0.618	706.8
HIGH	703.0
0.618	700.5
0.500	699.8
0.382	699.3
LOW	696.8
0.618	693.0
1.000	690.8
1.618	687.0
2.618	680.8
4.250	671.0

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	701.5	700.5
PP	700.8	698.8
S1	699.8	697.0

Download as Excel Spreadsheet

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

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