ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	615.0	621.8	6.8	1.1%	592.8
High	625.4	625.2	-0.2	0.0%	625.4
Low	614.5	612.8	-1.7	-0.3%	582.6
Close	623.4	619.9	-3.5	-0.6%	623.4
Range	10.9	12.4	1.5	13.8%	42.8
ATR	13.8	13.7	-0.1	-0.7%	0.0
Volume	833	1,681	848	101.8%	6,044

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	656.5	650.5	626.8
R3	644.0	638.3	623.3
R2	631.8	631.8	622.3
R1	625.8	625.8	621.0	622.5
PP	619.3	619.3	619.3	617.8
S1	613.5	613.5	618.8	610.3
S2	607.0	607.0	617.8
S3	594.5	601.0	616.5
S4	582.0	588.5	613.0

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%	16.5	2.7%	87%	False	False	1,545
10	640.4	582.6	57.8	9.3%	16.3	2.6%	65%	False	False	975

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	3.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	678.0
2.618	657.8
1.618	645.3
1.000	637.5
0.618	632.8
HIGH	625.3
0.618	620.5
0.500	619.0
0.382	617.5
LOW	612.8
0.618	605.3
1.000	600.5
1.618	592.8
2.618	580.3
4.250	560.0

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	619.5	619.0
PP	619.3	617.8
S1	619.0	616.8

Download as Excel Spreadsheet

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

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