ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	605.9	604.7	-1.2	-0.2%	621.8
High	610.7	621.2	10.5	1.7%	643.1
Low	598.1	599.4	1.3	0.2%	604.8
Close	607.2	620.2	13.0	2.1%	606.1
Range	12.6	21.8	9.2	73.0%	38.3
ATR	14.7	15.2	0.5	3.4%	0.0
Volume	462	179	-283	-61.3%	2,515

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	679.0	671.5	632.3
R3	657.3	649.5	626.3
R2	635.5	635.5	624.3
R1	627.8	627.8	622.3	631.5
PP	613.5	613.5	613.5	615.5
S1	606.0	606.0	618.3	609.8
S2	591.8	591.8	616.3
S3	570.0	584.3	614.3
S4	548.3	562.5	608.3

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	733.0	707.8	627.3
R3	694.5	669.5	616.8
R2	656.3	656.3	613.0
R1	631.3	631.3	609.5	624.5
PP	618.0	618.0	618.0	614.8
S1	593.0	593.0	602.5	586.3
S2	579.8	579.8	599.0
S3	541.5	554.5	595.5
S4	503.0	516.3	585.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643.1	598.1	45.0	7.3%	17.0	2.8%	49%	False	False	256
10	643.1	582.6	60.5	9.8%	16.5	2.6%	62%	False	False	920
20	645.8	582.6	63.2	10.2%	15.0	2.4%	59%	False	False	594

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	1.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	713.8
2.618	678.3
1.618	656.5
1.000	643.0
0.618	634.8
HIGH	621.3
0.618	612.8
0.500	610.3
0.382	607.8
LOW	599.5
0.618	586.0
1.000	577.5
1.618	564.3
2.618	542.3
4.250	506.8

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	617.0	618.0
PP	613.5	615.5
S1	610.3	613.3

Download as Excel Spreadsheet

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

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