ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	639.4	628.4	-11.0	-1.7%	621.8
High	640.1	628.4	-11.7	-1.8%	643.1
Low	622.4	604.8	-17.6	-2.8%	604.8
Close	628.0	606.1	-21.9	-3.5%	606.1
Range	17.7	23.6	5.9	33.3%	38.3
ATR	14.2	14.9	0.7	4.7%	0.0
Volume	170	183	13	7.6%	2,515

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	684.0	668.5	619.0
R3	660.3	645.0	612.5
R2	636.8	636.8	610.5
R1	621.5	621.5	608.3	617.3
PP	613.0	613.0	613.0	611.0
S1	597.8	597.8	604.0	593.8
S2	589.5	589.5	601.8
S3	566.0	574.3	599.5
S4	542.3	550.5	593.0

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	733.0	707.8	627.3
R3	694.5	669.5	616.8
R2	656.3	656.3	613.0
R1	631.3	631.3	609.5	624.5
PP	618.0	618.0	618.0	614.8
S1	593.0	593.0	602.5	586.3
S2	579.8	579.8	599.0
S3	541.5	554.5	595.5
S4	503.0	516.3	585.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643.1	604.8	38.3	6.3%	16.3	2.7%	3%	False	True	503
10	643.1	582.6	60.5	10.0%	15.3	2.5%	39%	False	False	855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	728.8
2.618	690.3
1.618	666.5
1.000	652.0
0.618	643.0
HIGH	628.5
0.618	619.5
0.500	616.5
0.382	613.8
LOW	604.8
0.618	590.3
1.000	581.3
1.618	566.5
2.618	543.0
4.250	504.5

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	616.5	624.0
PP	613.0	618.0
S1	609.5	612.0

Download as Excel Spreadsheet

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

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