ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 09-Jul-2010

Day Change Summary
	Previous	Current
	08-Jul-2010	09-Jul-2010	Change	Change %	Previous Week
Open	608.5	615.0	6.5	1.1%	592.8
High	617.4	625.4	8.0	1.3%	625.4
Low	608.3	614.5	6.2	1.0%	582.6
Close	617.0	623.4	6.4	1.0%	623.4
Range	9.1	10.9	1.8	19.8%	42.8
ATR	0.0	13.8	13.8		0.0
Volume	325	833	508	156.3%	6,044

Daily Pivots for day following 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	653.8	649.5	629.5
R3	643.0	638.5	626.5
R2	632.0	632.0	625.5
R1	627.8	627.8	624.5	629.8
PP	621.0	621.0	621.0	622.3
S1	616.8	616.8	622.5	619.0
S2	610.3	610.3	621.5
S3	599.3	606.0	620.5
S4	588.5	595.0	617.5

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	738.8	724.0	647.0
R3	696.0	681.3	635.3
R2	653.3	653.3	631.3
R1	638.3	638.3	627.3	645.8
PP	610.5	610.5	610.5	614.3
S1	595.5	595.5	619.5	603.0
S2	567.8	567.8	615.5
S3	524.8	552.8	611.8
S4	482.0	510.0	599.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	625.4	582.6	42.8	6.9%	14.0	2.2%	95%	True	False	1,208
10	645.8	582.6	63.2	10.1%	16.0	2.6%	65%	False	False	870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	671.8
2.618	654.0
1.618	643.0
1.000	636.3
0.618	632.3
HIGH	625.5
0.618	621.3
0.500	620.0
0.382	618.8
LOW	614.5
0.618	607.8
1.000	603.5
1.618	596.8
2.618	586.0
4.250	568.3

Fisher Pivots for day following 09-Jul-2010
Pivot	1 day	3 day
R1	622.3	617.0
PP	621.0	610.5
S1	620.0	604.0

Download as Excel Spreadsheet

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

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