ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	614.1	616.4	2.3	0.4%	647.3
High	616.0	616.4	0.4	0.1%	656.9
Low	604.2	606.2	2.0	0.3%	604.2
Close	611.9	606.1	-5.8	-0.9%	606.1
Range	11.8	10.2	-1.6	-13.6%	52.7
ATR	15.5	15.1	-0.4	-2.4%	0.0
Volume	58	550	492	848.3%	782

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	640.3	633.3	611.8
R3	630.0	623.3	609.0
R2	619.8	619.8	608.0
R1	613.0	613.0	607.0	611.3
PP	609.5	609.5	609.5	608.8
S1	602.8	602.8	605.3	601.0
S2	599.3	599.3	604.3
S3	589.3	592.5	603.3
S4	579.0	582.3	600.5

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	780.5	746.0	635.0
R3	727.8	693.3	620.5
R2	675.0	675.0	615.8
R1	640.5	640.5	611.0	631.5
PP	622.5	622.5	622.5	617.8
S1	588.0	588.0	601.3	578.8
S2	569.8	569.8	596.5
S3	517.0	535.3	591.5
S4	464.3	482.5	577.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	656.9	604.2	52.7	8.7%	14.5	2.4%	4%	False	False	156
10	661.2	604.2	57.0	9.4%	12.8	2.1%	3%	False	False	301
20	667.5	598.1	69.4	11.5%	14.3	2.4%	12%	False	False	272

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	659.8
2.618	643.0
1.618	633.0
1.000	626.5
0.618	622.8
HIGH	616.5
0.618	612.5
0.500	611.3
0.382	610.0
LOW	606.3
0.618	600.0
1.000	596.0
1.618	589.8
2.618	579.5
4.250	562.8

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	611.3	620.5
PP	609.5	615.8
S1	607.8	611.0

Download as Excel Spreadsheet

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

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