ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 28-Apr-2010

Day Change Summary
	Previous	Current
	27-Apr-2010	28-Apr-2010	Change	Change %	Previous Week
Open	734.7	717.2	-17.5	-2.4%	710.6
High	736.6	722.4	-14.2	-1.9%	737.3
Low	717.0	715.8	-1.2	-0.2%	699.0
Close	718.8	721.0	2.2	0.3%	736.7
Range	19.6	6.6	-13.0	-66.3%	38.3
ATR	9.4	9.2	-0.2	-2.1%	0.0
Volume	183	220	37	20.2%	1,044

Daily Pivots for day following 28-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	739.5	736.8	724.8
R3	733.0	730.3	722.8
R2	726.3	726.3	722.3
R1	723.8	723.8	721.5	725.0
PP	719.8	719.8	719.8	720.5
S1	717.0	717.0	720.5	718.5
S2	713.3	713.3	719.8
S3	706.5	710.5	719.3
S4	700.0	703.8	717.3

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	839.3	826.3	757.8
R3	801.0	788.0	747.3
R2	762.8	762.8	743.8
R1	749.8	749.8	740.3	756.3
PP	724.3	724.3	724.3	727.5
S1	711.3	711.3	733.3	717.8
S2	686.0	686.0	729.8
S3	647.8	673.0	726.3
S4	609.5	634.8	715.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	742.0	713.1	28.9	4.0%	12.3	1.7%	27%	False	False	239
10	742.0	699.0	43.0	6.0%	11.0	1.5%	51%	False	False	178
20	742.0	677.0	65.0	9.0%	8.5	1.2%	68%	False	False	176

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	750.5
2.618	739.8
1.618	733.0
1.000	729.0
0.618	726.5
HIGH	722.5
0.618	720.0
0.500	719.0
0.382	718.3
LOW	715.8
0.618	711.8
1.000	709.3
1.618	705.0
2.618	698.5
4.250	687.8

Fisher Pivots for day following 28-Apr-2010
Pivot	1 day	3 day
R1	720.3	729.0
PP	719.8	726.3
S1	719.0	723.8

Download as Excel Spreadsheet

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

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