ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	642.8	639.4	-3.4	-0.5%	592.8
High	643.1	640.1	-3.0	-0.5%	625.4
Low	633.5	622.4	-11.1	-1.8%	582.6
Close	636.7	628.0	-8.7	-1.4%	623.4
Range	9.6	17.7	8.1	84.4%	42.8
ATR	14.0	14.2	0.3	1.9%	0.0
Volume	286	170	-116	-40.6%	6,044

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	683.3	673.3	637.8
R3	665.5	655.8	632.8
R2	647.8	647.8	631.3
R1	638.0	638.0	629.5	634.0
PP	630.3	630.3	630.3	628.3
S1	620.3	620.3	626.5	616.3
S2	612.5	612.5	624.8
S3	594.8	602.5	623.3
S4	577.0	584.8	618.3

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	612.8	30.3	4.8%	13.8	2.2%	50%	False	False	633
10	643.1	582.6	60.5	9.6%	14.5	2.3%	75%	False	False	840

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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	715.3
2.618	686.5
1.618	668.8
1.000	657.8
0.618	651.0
HIGH	640.0
0.618	633.3
0.500	631.3
0.382	629.3
LOW	622.5
0.618	611.5
1.000	604.8
1.618	593.8
2.618	576.0
4.250	547.3

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	631.3	632.8
PP	630.3	631.3
S1	629.0	629.5

Download as Excel Spreadsheet

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

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