ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	700.2	706.7	6.5	0.9%	684.3
High	702.9	718.5	15.6	2.2%	698.3
Low	696.8	706.3	9.5	1.4%	684.3
Close	702.3	717.7	15.4	2.2%	698.9
Range	6.1	12.2	6.1	100.0%	14.0
ATR	6.3	7.0	0.7	11.2%	0.0
Volume	479	102	-377	-78.7%	1,123

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	750.8	746.5	724.5
R3	738.5	734.3	721.0
R2	726.3	726.3	720.0
R1	722.0	722.0	718.8	724.3
PP	714.3	714.3	714.3	715.3
S1	709.8	709.8	716.5	712.0
S2	702.0	702.0	715.5
S3	689.8	697.8	714.3
S4	677.5	685.5	711.0

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	718.5	688.5	30.0	4.2%	7.5	1.0%	97%	True	False	242
10	718.5	677.0	41.5	5.8%	5.8	0.8%	98%	True	False	174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	770.3
2.618	750.5
1.618	738.3
1.000	730.8
0.618	726.0
HIGH	718.5
0.618	713.8
0.500	712.5
0.382	711.0
LOW	706.3
0.618	698.8
1.000	694.0
1.618	686.5
2.618	674.3
4.250	654.5

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	716.0	714.3
PP	714.3	711.0
S1	712.5	707.8

Download as Excel Spreadsheet

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

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