ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	619.2	608.2	-11.0	-1.8%	621.8
High	623.1	631.5	8.4	1.3%	643.1
Low	609.2	608.2	-1.0	-0.2%	604.8
Close	609.2	630.0	20.8	3.4%	606.1
Range	13.9	23.3	9.4	67.6%	38.3
ATR	15.1	15.7	0.6	3.8%	0.0
Volume	262	102	-160	-61.1%	2,515

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	693.3	684.8	642.8
R3	669.8	661.5	636.5
R2	646.5	646.5	634.3
R1	638.3	638.3	632.3	642.5
PP	623.3	623.3	623.3	625.3
S1	615.0	615.0	627.8	619.0
S2	600.0	600.0	625.8
S3	576.8	591.8	623.5
S4	553.3	568.3	617.3

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	631.5	598.1	33.4	5.3%	19.0	3.0%	96%	True	False	237
10	643.1	598.1	45.0	7.1%	16.5	2.6%	71%	False	False	435
20	645.8	582.6	63.2	10.0%	16.0	2.6%	75%	False	False	612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	730.5
2.618	692.5
1.618	669.3
1.000	654.8
0.618	646.0
HIGH	631.5
0.618	622.5
0.500	619.8
0.382	617.0
LOW	608.3
0.618	593.8
1.000	585.0
1.618	570.5
2.618	547.3
4.250	509.3

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	626.5	625.3
PP	623.3	620.3
S1	619.8	615.5

Download as Excel Spreadsheet

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

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