ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	608.2	630.2	22.0	3.6%	605.9
High	631.5	646.7	15.2	2.4%	646.7
Low	608.2	627.5	19.3	3.2%	598.1
Close	630.0	647.3	17.3	2.7%	647.3
Range	23.3	19.2	-4.1	-17.6%	48.6
ATR	15.7	16.0	0.2	1.6%	0.0
Volume	102	346	244	239.2%	1,351

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	698.0	692.0	657.8
R3	679.0	672.8	652.5
R2	659.8	659.8	650.8
R1	653.5	653.5	649.0	656.5
PP	640.5	640.5	640.5	642.0
S1	634.3	634.3	645.5	637.5
S2	621.3	621.3	643.8
S3	602.0	615.0	642.0
S4	583.0	596.0	636.8

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	776.5	760.5	674.0
R3	728.0	712.0	660.8
R2	679.3	679.3	656.3
R1	663.3	663.3	651.8	671.3
PP	630.8	630.8	630.8	634.8
S1	614.8	614.8	642.8	622.8
S2	582.0	582.0	638.5
S3	533.5	566.0	634.0
S4	485.0	517.5	620.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	646.7	598.1	48.6	7.5%	18.3	2.8%	101%	True	False	270
10	646.7	598.1	48.6	7.5%	17.3	2.7%	101%	True	False	386
20	646.7	582.6	64.1	9.9%	16.8	2.6%	101%	True	False	628

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	2.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	728.3
2.618	697.0
1.618	677.8
1.000	666.0
0.618	658.5
HIGH	646.8
0.618	639.3
0.500	637.0
0.382	634.8
LOW	627.5
0.618	615.8
1.000	608.3
1.618	596.5
2.618	577.3
4.250	546.0

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	644.0	640.8
PP	640.5	634.0
S1	637.0	627.5

Download as Excel Spreadsheet

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

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