ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	608.7	622.5	13.8	2.3%	659.0
High	629.9	637.0	7.1	1.1%	667.1
Low	608.7	613.6	4.9	0.8%	629.6
Close	615.7	633.5	17.8	2.9%	633.1
Range	21.2	23.4	2.2	10.4%	37.5
ATR	20.9	21.1	0.2	0.8%	0.0
Volume	25,912	35,591	9,679	37.4%	3,673

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	698.3	689.3	646.3
R3	674.8	665.8	640.0
R2	651.5	651.5	637.8
R1	642.5	642.5	635.8	647.0
PP	628.0	628.0	628.0	630.3
S1	619.0	619.0	631.3	623.5
S2	604.8	604.8	629.3
S3	581.3	595.8	627.0
S4	557.8	572.3	620.8

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	10.1%	24.5	3.9%	47%	False	False	13,753
10	669.0	603.3	65.7	10.4%	19.8	3.1%	46%	False	False	7,148
20	708.1	603.3	104.8	16.5%	22.0	3.5%	29%	False	False	3,823
40	742.0	603.3	138.7	21.9%	20.3	3.2%	22%	False	False	2,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	736.5
2.618	698.3
1.618	674.8
1.000	660.5
0.618	651.5
HIGH	637.0
0.618	628.0
0.500	625.3
0.382	622.5
LOW	613.5
0.618	599.3
1.000	590.3
1.618	575.8
2.618	552.3
4.250	514.3

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	630.8	629.0
PP	628.0	624.5
S1	625.3	620.3

Download as Excel Spreadsheet

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

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