ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	718.0	710.6	-7.4	-1.0%	699.0
High	720.0	713.4	-6.6	-0.9%	721.2
Low	706.2	699.0	-7.2	-1.0%	696.8
Close	711.4	709.1	-2.3	-0.3%	711.4
Range	13.8	14.4	0.6	4.3%	24.4
ATR	7.4	7.9	0.5	6.7%	0.0
Volume	106	131	25	23.6%	827

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	750.3	744.3	717.0
R3	736.0	729.8	713.0
R2	721.5	721.5	711.8
R1	715.3	715.3	710.5	711.3
PP	707.3	707.3	707.3	705.0
S1	701.0	701.0	707.8	696.8
S2	692.8	692.8	706.5
S3	678.3	686.5	705.3
S4	664.0	672.3	701.3

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	783.0	771.5	724.8
R3	758.5	747.3	718.0
R2	734.3	734.3	715.8
R1	722.8	722.8	713.8	728.5
PP	709.8	709.8	709.8	712.8
S1	698.5	698.5	709.3	704.0
S2	685.5	685.5	707.0
S3	661.0	674.0	704.8
S4	636.5	649.5	698.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	721.2	696.8	24.4	3.4%	10.5	1.5%	50%	False	False	191
10	721.2	688.5	32.7	4.6%	8.3	1.2%	63%	False	False	208

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	1.8
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	774.5
2.618	751.0
1.618	736.8
1.000	727.8
0.618	722.3
HIGH	713.5
0.618	708.0
0.500	706.3
0.382	704.5
LOW	699.0
0.618	690.0
1.000	684.5
1.618	675.8
2.618	661.3
4.250	637.8

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	708.3	710.0
PP	707.3	709.8
S1	706.3	709.5

Download as Excel Spreadsheet

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

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