ICE Russell 2000 Mini Future December 2010

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

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	621.8	624.3	2.5	0.4%	592.8
High	625.2	642.7	17.5	2.8%	625.4
Low	612.8	624.3	11.5	1.9%	582.6
Close	619.9	636.1	16.2	2.6%	623.4
Range	12.4	18.4	6.0	48.4%	42.8
ATR	13.7	14.3	0.7	4.8%	0.0
Volume	1,681	195	-1,486	-88.4%	6,044

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	689.5	681.3	646.3
R3	671.3	662.8	641.3
R2	652.8	652.8	639.5
R1	644.5	644.5	637.8	648.5
PP	634.3	634.3	634.3	636.5
S1	626.0	626.0	634.5	630.3
S2	616.0	616.0	632.8
S3	597.5	607.8	631.0
S4	579.3	589.3	626.0

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	642.7	582.6	60.1	9.4%	15.8	2.5%	89%	True	False	1,584
10	642.7	582.6	60.1	9.4%	15.0	2.4%	89%	True	False	854

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	721.0
2.618	690.8
1.618	672.5
1.000	661.0
0.618	654.0
HIGH	642.8
0.618	635.8
0.500	633.5
0.382	631.3
LOW	624.3
0.618	613.0
1.000	606.0
1.618	594.5
2.618	576.3
4.250	546.0

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	635.3	633.3
PP	634.3	630.5
S1	633.5	627.8

Download as Excel Spreadsheet

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

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