ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	630.2	617.4	-12.8	-2.0%	659.0
High	637.0	621.8	-15.2	-2.4%	667.1
Low	614.5	603.3	-11.2	-1.8%	629.6
Close	614.5	612.4	-2.1	-0.3%	633.1
Range	22.5	18.5	-4.0	-17.8%	37.5
ATR	21.1	20.9	-0.2	-0.9%	0.0
Volume	867	4,631	3,764	434.1%	3,673

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	668.0	658.8	622.5
R3	649.5	640.3	617.5
R2	631.0	631.0	615.8
R1	621.8	621.8	614.0	617.0
PP	612.5	612.5	612.5	610.3
S1	603.3	603.3	610.8	598.5
S2	594.0	594.0	609.0
S3	575.5	584.8	607.3
S4	557.0	566.3	602.3

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	603.3	63.8	10.4%	21.8	3.6%	14%	False	True	1,658
10	669.0	603.3	65.7	10.7%	20.5	3.3%	14%	False	True	1,185
20	717.0	603.3	113.7	18.6%	22.0	3.6%	8%	False	True	791
40	742.0	603.3	138.7	22.6%	19.5	3.2%	7%	False	True	496

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	3.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	700.5
2.618	670.3
1.618	651.8
1.000	640.3
0.618	633.3
HIGH	621.8
0.618	614.8
0.500	612.5
0.382	610.3
LOW	603.3
0.618	591.8
1.000	584.8
1.618	573.3
2.618	554.8
4.250	524.8

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	612.5	635.3
PP	612.5	627.5
S1	612.5	620.0

Download as Excel Spreadsheet

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

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