ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	617.4	608.7	-8.7	-1.4%	659.0
High	621.8	629.9	8.1	1.3%	667.1
Low	603.3	608.7	5.4	0.9%	629.6
Close	612.4	615.7	3.3	0.5%	633.1
Range	18.5	21.2	2.7	14.6%	37.5
ATR	20.9	20.9	0.0	0.1%	0.0
Volume	4,631	25,912	21,281	459.5%	3,673

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	681.8	670.0	627.3
R3	660.5	648.8	621.5
R2	639.3	639.3	619.5
R1	627.5	627.5	617.8	633.5
PP	618.0	618.0	618.0	621.0
S1	606.3	606.3	613.8	612.3
S2	597.0	597.0	611.8
S3	575.8	585.0	609.8
S4	554.5	564.0	604.0

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	603.3	63.8	10.4%	22.3	3.6%	19%	False	False	6,657
10	669.0	603.3	65.7	10.7%	20.3	3.3%	19%	False	False	3,641
20	717.0	603.3	113.7	18.5%	21.5	3.5%	11%	False	False	2,070
40	742.0	603.3	138.7	22.5%	19.8	3.2%	9%	False	False	1,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	720.0
2.618	685.5
1.618	664.3
1.000	651.0
0.618	643.0
HIGH	630.0
0.618	621.8
0.500	619.3
0.382	616.8
LOW	608.8
0.618	595.5
1.000	587.5
1.618	574.5
2.618	553.3
4.250	518.5

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	619.3	620.3
PP	618.0	618.8
S1	617.0	617.3

Download as Excel Spreadsheet

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

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