ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	585.0	608.5	23.5	4.0%	638.7
High	610.3	617.4	7.1	1.2%	645.8
Low	582.6	608.3	25.7	4.4%	588.0
Close	609.9	617.0	7.1	1.2%	592.8
Range	27.7	9.1	-18.6	-67.1%	57.8
ATR
Volume	4,886	325	-4,561	-93.3%	2,656

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	641.5	638.3	622.0
R3	632.5	629.3	619.5
R2	623.3	623.3	618.8
R1	620.3	620.3	617.8	621.8
PP	614.3	614.3	614.3	615.0
S1	611.0	611.0	616.3	612.8
S2	605.3	605.3	615.3
S3	596.0	602.0	614.5
S4	587.0	592.8	612.0

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	782.3	745.3	624.5
R3	724.5	687.5	608.8
R2	666.8	666.8	603.5
R1	629.8	629.8	598.0	619.3
PP	608.8	608.8	608.8	603.8
S1	572.0	572.0	587.5	561.5
S2	551.0	551.0	582.3
S3	493.3	514.3	577.0
S4	435.5	456.3	561.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	617.4	582.6	34.8	5.6%	15.3	2.5%	99%	True	False	1,048
10	645.8	582.6	63.2	10.2%	15.8	2.5%	54%	False	False	789

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	3.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	656.0
2.618	641.3
1.618	632.0
1.000	626.5
0.618	623.0
HIGH	617.5
0.618	614.0
0.500	612.8
0.382	611.8
LOW	608.3
0.618	602.8
1.000	599.3
1.618	593.5
2.618	584.5
4.250	569.5

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	615.5	611.3
PP	614.3	605.8
S1	612.8	600.0

Download as Excel Spreadsheet

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

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