ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	707.4	716.3	8.9	1.3%	699.0
High	716.7	722.2	5.5	0.8%	721.2
Low	707.4	715.8	8.4	1.2%	696.8
Close	717.7	720.8	3.1	0.4%	711.4
Range	9.3	6.4	-2.9	-31.2%	24.4
ATR	8.0	7.9	-0.1	-1.4%	0.0
Volume	56	152	96	171.4%	827

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	738.8	736.3	724.3
R3	732.5	729.8	722.5
R2	726.0	726.0	722.0
R1	723.5	723.5	721.5	724.8
PP	719.5	719.5	719.5	720.3
S1	717.0	717.0	720.3	718.3
S2	713.3	713.3	719.8
S3	706.8	710.5	719.0
S4	700.5	704.3	717.3

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	722.2	699.0	23.2	3.2%	10.0	1.4%	94%	True	False	117
10	722.2	688.5	33.7	4.7%	8.8	1.2%	96%	True	False	179
20	722.2	675.0	47.2	6.5%	7.3	1.0%	97%	True	False	153

Crabel Price Patterns
NR	True
NR4	True
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	1.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	749.5
2.618	739.0
1.618	732.5
1.000	728.5
0.618	726.3
HIGH	722.3
0.618	719.8
0.500	719.0
0.382	718.3
LOW	715.8
0.618	711.8
1.000	709.5
1.618	705.5
2.618	699.0
4.250	688.5

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	720.3	717.5
PP	719.5	714.0
S1	719.0	710.5

Download as Excel Spreadsheet

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

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