ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	604.7	619.2	14.5	2.4%	621.8
High	621.2	623.1	1.9	0.3%	643.1
Low	599.4	609.2	9.8	1.6%	604.8
Close	620.2	609.2	-11.0	-1.8%	606.1
Range	21.8	13.9	-7.9	-36.2%	38.3
ATR	15.2	15.1	-0.1	-0.6%	0.0
Volume	179	262	83	46.4%	2,515

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	655.5	646.3	616.8
R3	641.8	632.3	613.0
R2	627.8	627.8	611.8
R1	618.5	618.5	610.5	616.3
PP	613.8	613.8	613.8	612.8
S1	604.5	604.5	608.0	602.3
S2	600.0	600.0	606.8
S3	586.0	590.8	605.5
S4	572.3	576.8	601.5

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	640.1	598.1	42.0	6.9%	18.0	2.9%	26%	False	False	251
10	643.1	598.1	45.0	7.4%	15.0	2.5%	25%	False	False	457
20	645.8	582.6	63.2	10.4%	15.5	2.5%	42%	False	False	607

Crabel Price Patterns
NR	True
NR4	False
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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	682.3
2.618	659.5
1.618	645.5
1.000	637.0
0.618	631.8
HIGH	623.0
0.618	617.8
0.500	616.3
0.382	614.5
LOW	609.3
0.618	600.5
1.000	595.3
1.618	586.8
2.618	572.8
4.250	550.0

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	616.3	610.5
PP	613.8	610.3
S1	611.5	609.8

Download as Excel Spreadsheet

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

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