ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	706.7	717.2	10.5	1.5%	684.3
High	718.5	721.2	2.7	0.4%	698.3
Low	706.3	715.5	9.2	1.3%	684.3
Close	717.7	720.5	2.8	0.4%	698.9
Range	12.2	5.7	-6.5	-53.3%	14.0
ATR	7.0	6.9	-0.1	-1.3%	0.0
Volume	102	140	38	37.3%	1,123

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	736.3	734.0	723.8
R3	730.5	728.3	722.0
R2	724.8	724.8	721.5
R1	722.8	722.8	721.0	723.8
PP	719.0	719.0	719.0	719.5
S1	717.0	717.0	720.0	718.0
S2	713.3	713.3	719.5
S3	707.8	711.3	719.0
S4	702.0	705.5	717.3

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	721.2	691.1	30.1	4.2%	6.8	0.9%	98%	True	False	253
10	721.2	680.5	40.7	5.6%	6.0	0.8%	98%	True	False	186

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	1.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	745.5
2.618	736.0
1.618	730.5
1.000	727.0
0.618	724.8
HIGH	721.3
0.618	719.0
0.500	718.3
0.382	717.8
LOW	715.5
0.618	712.0
1.000	709.8
1.618	706.3
2.618	700.5
4.250	691.3

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	719.8	716.8
PP	719.0	712.8
S1	718.3	709.0

Download as Excel Spreadsheet

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

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