ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	667.1	630.2	-36.9	-5.5%	659.0
High	667.1	637.0	-30.1	-4.5%	667.1
Low	629.6	614.5	-15.1	-2.4%	629.6
Close	633.1	614.5	-18.6	-2.9%	633.1
Range	37.5	22.5	-15.0	-40.0%	37.5
ATR	21.0	21.1	0.1	0.5%	0.0
Volume	1,764	867	-897	-50.9%	3,673

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	689.5	674.5	627.0
R3	667.0	652.0	620.8
R2	644.5	644.5	618.5
R1	629.5	629.5	616.5	625.8
PP	622.0	622.0	622.0	620.0
S1	607.0	607.0	612.5	603.3
S2	599.5	599.5	610.5
S3	577.0	584.5	608.3
S4	554.5	562.0	602.0

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	755.8	732.0	653.8
R3	718.3	694.5	643.5
R2	680.8	680.8	640.0
R1	657.0	657.0	636.5	650.0
PP	643.3	643.3	643.3	639.8
S1	619.5	619.5	629.8	612.5
S2	605.8	605.8	626.3
S3	568.3	582.0	622.8
S4	530.8	544.5	612.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667.1	614.5	52.6	8.6%	22.8	3.7%	0%	False	True	736
10	669.0	614.5	54.5	8.9%	20.8	3.4%	0%	False	True	763
20	717.0	614.5	102.5	16.7%	22.3	3.6%	0%	False	True	570
40	742.0	614.5	127.5	20.7%	19.3	3.1%	0%	False	True	393

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	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	732.5
2.618	696.0
1.618	673.5
1.000	659.5
0.618	651.0
HIGH	637.0
0.618	628.5
0.500	625.8
0.382	623.0
LOW	614.5
0.618	600.5
1.000	592.0
1.618	578.0
2.618	555.5
4.250	519.0

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	625.8	640.8
PP	622.0	632.0
S1	618.3	623.3

Download as Excel Spreadsheet

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

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