ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	598.7	616.8	18.1	3.0%	610.0
High	614.3	621.9	7.6	1.2%	614.6
Low	593.8	598.2	4.4	0.7%	585.3
Close	614.5	598.3	-16.2	-2.6%	614.5
Range	20.5	23.7	3.2	15.6%	29.3
ATR	14.8	15.5	0.6	4.3%	0.0
Volume	191	907	716	374.9%	2,055

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	677.3	661.5	611.3
R3	653.5	637.8	604.8
R2	629.8	629.8	602.8
R1	614.0	614.0	600.5	610.0
PP	606.3	606.3	606.3	604.3
S1	590.3	590.3	596.3	586.5
S2	582.5	582.5	594.0
S3	558.8	566.8	591.8
S4	535.0	543.0	585.3

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	692.8	683.0	630.5
R3	663.5	653.5	622.5
R2	634.0	634.0	619.8
R1	624.3	624.3	617.3	629.3
PP	604.8	604.8	604.8	607.3
S1	595.0	595.0	611.8	600.0
S2	575.5	575.5	609.3
S3	546.3	565.8	606.5
S4	517.0	536.5	598.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	621.9	585.3	36.6	6.1%	17.0	2.8%	36%	True	False	489
10	629.8	585.3	44.5	7.4%	15.0	2.5%	29%	False	False	350
20	661.2	585.3	75.9	12.7%	14.3	2.4%	17%	False	False	332
40	667.5	582.6	84.9	14.2%	15.0	2.5%	18%	False	False	443

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	3.3
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	722.5
2.618	684.0
1.618	660.3
1.000	645.5
0.618	636.5
HIGH	622.0
0.618	612.8
0.500	610.0
0.382	607.3
LOW	598.3
0.618	583.5
1.000	574.5
1.618	559.8
2.618	536.3
4.250	497.5

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	610.0	607.8
PP	606.3	604.8
S1	602.3	601.5

Download as Excel Spreadsheet

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

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