ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	639.6	658.4	18.8	2.9%	642.6
High	656.3	666.6	10.3	1.6%	669.0
Low	636.9	655.6	18.7	2.9%	614.6
Close	655.7	666.0	10.3	1.6%	658.7
Range	19.4	11.0	-8.4	-43.3%	54.4
ATR	20.4	19.7	-0.7	-3.3%	0.0
Volume	918	111	-807	-87.9%	3,456

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	695.8	691.8	672.0
R3	684.8	680.8	669.0
R2	673.8	673.8	668.0
R1	669.8	669.8	667.0	671.8
PP	662.8	662.8	662.8	663.8
S1	658.8	658.8	665.0	660.8
S2	651.8	651.8	664.0
S3	640.8	647.8	663.0
S4	629.8	636.8	660.0

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	810.8	789.0	688.5
R3	756.3	734.8	673.8
R2	701.8	701.8	668.8
R1	680.3	680.3	663.8	691.0
PP	647.5	647.5	647.5	652.8
S1	625.8	625.8	653.8	636.8
S2	593.0	593.0	648.8
S3	538.8	571.5	643.8
S4	484.3	517.0	628.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	669.0	636.9	32.1	4.8%	14.8	2.2%	91%	False	False	543
10	669.0	614.6	54.4	8.2%	18.8	2.8%	94%	False	False	582
20	717.0	614.6	102.4	15.4%	21.5	3.2%	50%	False	False	460
40	742.0	614.6	127.4	19.1%	18.0	2.7%	40%	False	False	340

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	4.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	713.3
2.618	695.5
1.618	684.5
1.000	677.5
0.618	673.5
HIGH	666.5
0.618	662.5
0.500	661.0
0.382	659.8
LOW	655.5
0.618	648.8
1.000	644.5
1.618	637.8
2.618	626.8
4.250	608.8

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	664.3	661.3
PP	662.8	656.5
S1	661.0	651.8

Download as Excel Spreadsheet

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

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