ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	622.5	634.1	11.6	1.9%	630.2
High	637.0	646.2	9.2	1.4%	646.2
Low	613.6	627.1	13.5	2.2%	603.3
Close	633.5	644.8	11.3	1.8%	644.8
Range	23.4	19.1	-4.3	-18.4%	42.9
ATR	21.1	21.0	-0.1	-0.7%	0.0
Volume	35,591	153,834	118,243	332.2%	220,835

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	696.8	689.8	655.3
R3	677.5	670.8	650.0
R2	658.5	658.5	648.3
R1	651.8	651.8	646.5	655.0
PP	639.3	639.3	639.3	641.0
S1	632.5	632.5	643.0	636.0
S2	620.3	620.3	641.3
S3	601.3	613.5	639.5
S4	582.0	594.3	634.3

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	760.3	745.3	668.5
R3	717.3	702.5	656.5
R2	674.3	674.3	652.8
R1	659.5	659.5	648.8	667.0
PP	631.5	631.5	631.5	635.0
S1	616.8	616.8	640.8	624.0
S2	588.5	588.5	637.0
S3	545.8	573.8	633.0
S4	502.8	530.8	621.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	646.2	603.3	42.9	6.7%	21.0	3.2%	97%	True	False	44,167
10	667.1	603.3	63.8	9.9%	20.0	3.1%	65%	False	False	22,450
20	700.9	603.3	97.6	15.1%	21.8	3.4%	43%	False	False	11,481
40	742.0	603.3	138.7	21.5%	20.3	3.2%	30%	False	False	5,871

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	3.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	727.5
2.618	696.3
1.618	677.0
1.000	665.3
0.618	658.0
HIGH	646.3
0.618	639.0
0.500	636.8
0.382	634.5
LOW	627.0
0.618	615.3
1.000	608.0
1.618	596.3
2.618	577.0
4.250	546.0

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	642.0	639.0
PP	639.3	633.3
S1	636.8	627.5

Download as Excel Spreadsheet

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

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