ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	624.3	642.8	18.5	3.0%	592.8
High	642.7	643.1	0.4	0.1%	625.4
Low	624.3	633.5	9.2	1.5%	582.6
Close	636.1	636.7	0.6	0.1%	623.4
Range	18.4	9.6	-8.8	-47.8%	42.8
ATR	14.3	14.0	-0.3	-2.3%	0.0
Volume	195	286	91	46.7%	6,044

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	666.5	661.3	642.0
R3	657.0	651.8	639.3
R2	647.3	647.3	638.5
R1	642.0	642.0	637.5	640.0
PP	637.8	637.8	637.8	636.8
S1	632.5	632.5	635.8	630.3
S2	628.3	628.3	635.0
S3	618.5	622.8	634.0
S4	609.0	613.3	631.5

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	643.1	608.3	34.8	5.5%	12.0	1.9%	82%	True	False	664
10	643.1	582.6	60.5	9.5%	14.5	2.3%	89%	True	False	846

Crabel Price Patterns
NR	True
NR4	True
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	3.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	684.0
2.618	668.3
1.618	658.8
1.000	652.8
0.618	649.0
HIGH	643.0
0.618	639.5
0.500	638.3
0.382	637.3
LOW	633.5
0.618	627.5
1.000	624.0
1.618	618.0
2.618	608.3
4.250	592.8

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	638.3	633.8
PP	637.8	630.8
S1	637.3	628.0

Download as Excel Spreadsheet

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

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