ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	716.3	718.4	2.1	0.3%	699.0
High	722.2	729.3	7.1	1.0%	721.2
Low	715.8	713.1	-2.7	-0.4%	696.8
Close	720.8	726.6	5.8	0.8%	711.4
Range	6.4	16.2	9.8	153.1%	24.4
ATR	7.9	8.5	0.6	7.5%	0.0
Volume	152	336	184	121.1%	827

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	771.5	765.3	735.5
R3	755.5	749.0	731.0
R2	739.3	739.3	729.5
R1	733.0	733.0	728.0	736.0
PP	723.0	723.0	723.0	724.5
S1	716.8	716.8	725.0	719.8
S2	706.8	706.8	723.8
S3	690.5	700.5	722.3
S4	674.5	684.3	717.8

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	729.3	699.0	30.3	4.2%	12.0	1.7%	91%	True	False	156
10	729.3	691.1	38.2	5.3%	9.5	1.3%	93%	True	False	204
20	729.3	675.5	53.8	7.4%	7.3	1.0%	95%	True	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	798.3
2.618	771.8
1.618	755.5
1.000	745.5
0.618	739.3
HIGH	729.3
0.618	723.0
0.500	721.3
0.382	719.3
LOW	713.0
0.618	703.0
1.000	697.0
1.618	687.0
2.618	670.8
4.250	644.3

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	724.8	723.8
PP	723.0	721.0
S1	721.3	718.3

Download as Excel Spreadsheet

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

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